Evolving granular analytics for interval time series forecasting
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 …
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
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 …
and evolving fuzzy systems. It uses data streams to continuously adapt the structure and …
Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
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 …
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
Equity assets volatility modeling and forecasting are fundamental in risk management,
portfolio construction, financial decision making and derivative pricing. The use of realized …
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 …
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
Multitask modeling methods for Takagi–Sugeno–Kang (TSK) fuzzy systems exhibit better
generalization ability attributed to the utilization of the knowledge of intertask correlation …
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.
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 …
technique for accurate flow forecasting on river systems. The present study demonstrates the …
Evolving possibilistic fuzzy modeling for financial interval time series forecasting
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 …
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
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 …
portfolio selection, and derivative pricing. The increasing availability of market data at …
Flow forecasting in multiple sections of a river system
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 …
and its contributing tributaries. Any change in the flow condition of the river system is caused …