Matches in SemOpenAlex for { <https://semopenalex.org/work/W2124764761> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2124764761 endingPage "163" @default.
- W2124764761 startingPage "151" @default.
- W2124764761 abstract "This paper is mainly concerned about intelligent forecasting for financial time series subject to structural changes. For example, it is well known that interest rates are subject to structural changes due to external shocks such as government monetary policy change. Such structural changes usually make prediction harder if they are not properly taken care of. Recently, Oh and Kim (2002a, 2002b) suggested a method that could handle such difficulties efficiently. Their basic idea is to assume that different probabilistic law (and hence different predictor) works for different situations. Their method is termed as two-stage piecewise nonlinear prediction since it is comprised of establishing various situations empirically and then installing a different probabilistic nonlinear law as predictor on each of them. Thus, for its proper prediction functioning, it is essential to identify the law dictating the financial time series presently. In this article we propose and study a mixing approach for better identification of the presently working probabilistic law." @default.
- W2124764761 created "2016-06-24" @default.
- W2124764761 creator A5004604268 @default.
- W2124764761 creator A5018753326 @default.
- W2124764761 creator A5045345496 @default.
- W2124764761 creator A5051433425 @default.
- W2124764761 date "2009-02-23" @default.
- W2124764761 modified "2023-10-17" @default.
- W2124764761 title "Intelligent forecasting for financial time series subject to structural changes" @default.
- W2124764761 cites W1482886841 @default.
- W2124764761 cites W1484554029 @default.
- W2124764761 cites W1519970478 @default.
- W2124764761 cites W1973572575 @default.
- W2124764761 cites W1984310934 @default.
- W2124764761 cites W1997900759 @default.
- W2124764761 cites W2001619934 @default.
- W2124764761 cites W2009456926 @default.
- W2124764761 cites W2014820345 @default.
- W2124764761 cites W2016944773 @default.
- W2124764761 cites W2019913140 @default.
- W2124764761 cites W2021525534 @default.
- W2124764761 cites W2021693371 @default.
- W2124764761 cites W2029401646 @default.
- W2124764761 cites W2034032693 @default.
- W2124764761 cites W2035991826 @default.
- W2124764761 cites W2047694274 @default.
- W2124764761 cites W2048083545 @default.
- W2124764761 cites W2055193207 @default.
- W2124764761 cites W2055707752 @default.
- W2124764761 cites W2063205199 @default.
- W2124764761 cites W2067578201 @default.
- W2124764761 cites W2076287473 @default.
- W2124764761 cites W2080491336 @default.
- W2124764761 cites W2084514787 @default.
- W2124764761 cites W2116388354 @default.
- W2124764761 cites W2167917621 @default.
- W2124764761 cites W2179834437 @default.
- W2124764761 cites W2322002063 @default.
- W2124764761 cites W2796034401 @default.
- W2124764761 cites W3207342693 @default.
- W2124764761 doi "https://doi.org/10.3233/ida-2009-0360" @default.
- W2124764761 hasPublicationYear "2009" @default.
- W2124764761 type Work @default.
- W2124764761 sameAs 2124764761 @default.
- W2124764761 citedByCount "11" @default.
- W2124764761 countsByYear W21247647612012 @default.
- W2124764761 countsByYear W21247647612015 @default.
- W2124764761 countsByYear W21247647612017 @default.
- W2124764761 countsByYear W21247647612018 @default.
- W2124764761 countsByYear W21247647612019 @default.
- W2124764761 countsByYear W21247647612021 @default.
- W2124764761 countsByYear W21247647612023 @default.
- W2124764761 crossrefType "journal-article" @default.
- W2124764761 hasAuthorship W2124764761A5004604268 @default.
- W2124764761 hasAuthorship W2124764761A5018753326 @default.
- W2124764761 hasAuthorship W2124764761A5045345496 @default.
- W2124764761 hasAuthorship W2124764761A5051433425 @default.
- W2124764761 hasConcept C10138342 @default.
- W2124764761 hasConcept C119857082 @default.
- W2124764761 hasConcept C127313418 @default.
- W2124764761 hasConcept C136764020 @default.
- W2124764761 hasConcept C143724316 @default.
- W2124764761 hasConcept C144133560 @default.
- W2124764761 hasConcept C151406439 @default.
- W2124764761 hasConcept C151730666 @default.
- W2124764761 hasConcept C2777855551 @default.
- W2124764761 hasConcept C41008148 @default.
- W2124764761 hasConceptScore W2124764761C10138342 @default.
- W2124764761 hasConceptScore W2124764761C119857082 @default.
- W2124764761 hasConceptScore W2124764761C127313418 @default.
- W2124764761 hasConceptScore W2124764761C136764020 @default.
- W2124764761 hasConceptScore W2124764761C143724316 @default.
- W2124764761 hasConceptScore W2124764761C144133560 @default.
- W2124764761 hasConceptScore W2124764761C151406439 @default.
- W2124764761 hasConceptScore W2124764761C151730666 @default.
- W2124764761 hasConceptScore W2124764761C2777855551 @default.
- W2124764761 hasConceptScore W2124764761C41008148 @default.
- W2124764761 hasIssue "1" @default.
- W2124764761 hasLocation W21247647611 @default.
- W2124764761 hasOpenAccess W2124764761 @default.
- W2124764761 hasPrimaryLocation W21247647611 @default.
- W2124764761 hasRelatedWork W1550175370 @default.
- W2124764761 hasRelatedWork W1990205660 @default.
- W2124764761 hasRelatedWork W2119012848 @default.
- W2124764761 hasRelatedWork W2153291261 @default.
- W2124764761 hasRelatedWork W2189509466 @default.
- W2124764761 hasRelatedWork W2387212527 @default.
- W2124764761 hasRelatedWork W2748952813 @default.
- W2124764761 hasRelatedWork W3033088600 @default.
- W2124764761 hasRelatedWork W3173197429 @default.
- W2124764761 hasRelatedWork W2622688551 @default.
- W2124764761 hasVolume "13" @default.
- W2124764761 isParatext "false" @default.
- W2124764761 isRetracted "false" @default.
- W2124764761 magId "2124764761" @default.
- W2124764761 workType "article" @default.