Evolving granular analytics for interval time series forecasting

L Maciel, R Ballini, F Gomide - Granular Computing, 2016 - Springer
As a paradigm of data processing, granular computation concerns processing complex data
entities called granules, which arise from data abstraction and derivation of knowledge from …

Enhanced evolving participatory learning fuzzy modeling: an application for asset returns volatility forecasting

L Maciel, F Gomide, R Ballini - Evolving Systems, 2014 - Springer
Evolving participatory learning (ePL) modeling joins the concepts of participatory learning
and evolving fuzzy systems. It uses data streams to continuously adapt the structure and …

Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting

L Maciel, F Gomide, R Ballini - Computational Economics, 2016 - Springer
Volatility modeling and forecasting play a key role in asset allocation, risk management,
derivatives pricing and policy making. The purpose of this paper is to develop an evolving …

Evolving hybrid neural fuzzy network for realized volatility forecasting with jumps

R Rosa, L Maciel, F Gomide… - 2014 IEEE Conference on …, 2014 - ieeexplore.ieee.org
Equity assets volatility modeling and forecasting are fundamental in risk management,
portfolio construction, financial decision making and derivative pricing. The use of realized …

Interest rate model with investor attitude and text mining

S Nakatani, KG Nishimura, T Saito, A Takahashi - IEEE Access, 2020 - ieeexplore.ieee.org
This paper develops and estimates an interest rate model with investor attitude factors,
which are extracted by a text mining method. First, we consider two contrastive attitudes …

Manifold-regularized multitask fuzzy system modeling with low-rank and sparse structures in consequent parameters

J Wang, Z Zhao, Z Deng, KS Choi… - … on Fuzzy Systems, 2021 - ieeexplore.ieee.org
Multitask modeling methods for Takagi–Sugeno–Kang (TSK) fuzzy systems exhibit better
generalization ability attributed to the utilization of the knowledge of intertask correlation …

[PDF][PDF] Application of RBFNNs Incorporating MIMO Processes for Simultaneous River Flow Forecasting.

J Tripura, P Roy, AK Barbhuiya - Journal of Engineering & …, 2018 - academia.edu
Simultaneous flow forecasting using multi-input multi-output (MIMO) processes is an efficient
technique for accurate flow forecasting on river systems. The present study demonstrates the …

Evolving possibilistic fuzzy modeling for financial interval time series forecasting

L Maciel, F Gomide, R Ballini - … held jointly with 2015 5th World …, 2015 - ieeexplore.ieee.org
Financial interval time series (ITS) is a sequence of the highest and lowest values of
financial data such as the highest and lowest prices of assets observed at successive time …

Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumps

L Maciel, F Gomide, R Ballini… - 2013 IEEE Conference …, 2013 - ieeexplore.ieee.org
Financial asset volatility modeling and forecasting play a central role in risk management,
portfolio selection, and derivative pricing. The increasing availability of market data at …

Flow forecasting in multiple sections of a river system

J Tripura, P Roy - KSCE Journal of Civil Engineering, 2017 - Springer
A river system includes the combination of flows occurring simultaneously in the main river
and its contributing tributaries. Any change in the flow condition of the river system is caused …