Matches in SemOpenAlex for { <https://semopenalex.org/work/W2189086649> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2189086649 endingPage "1262" @default.
- W2189086649 startingPage "1251" @default.
- W2189086649 abstract "A hybrid BPNN-weighted GREY-C3LSP prediction (BWGC) is performed very well for resolving the overshoot phenomenon significantly, but it definitely deterio- rates the predictive accuracy once the volatility clustering occurs. Thus, we propose a new scheme to incorporate non-linear generalized autoregressive conditional heteroscedasticity (NGARCH) into BWGC prediction, which is optimally regularized by quantum minimiza- tion (QM), in such a way that the composite model, BWGC/NGARCH, can overcome the problem of volatility clustering substantially. In comparison with forecasting perfor- mance of several notable prediction methods, the proposed one can get the best predictive accuracy in two typical experiments. Keywords: Hybrid BPNN-weighted GREY-C3LSP prediction, Non-linear generalized autoregressive conditional heteroscedasticity, Quantum minimization" @default.
- W2189086649 created "2016-06-24" @default.
- W2189086649 creator A5031525579 @default.
- W2189086649 creator A5038130393 @default.
- W2189086649 creator A5074469195 @default.
- W2189086649 date "2007-10-01" @default.
- W2189086649 modified "2023-09-24" @default.
- W2189086649 title "NEW FORECASTING SCHEME USING QUANTUM MINIMIZATION TO REGULARIZE A COMPOSITE OF PREDICTION AND ITS NONLINEAR HETEROSCEDASTICITY" @default.
- W2189086649 hasPublicationYear "2007" @default.
- W2189086649 type Work @default.
- W2189086649 sameAs 2189086649 @default.
- W2189086649 citedByCount "1" @default.
- W2189086649 crossrefType "journal-article" @default.
- W2189086649 hasAuthorship W2189086649A5031525579 @default.
- W2189086649 hasAuthorship W2189086649A5038130393 @default.
- W2189086649 hasAuthorship W2189086649A5074469195 @default.
- W2189086649 hasConcept C101104100 @default.
- W2189086649 hasConcept C119857082 @default.
- W2189086649 hasConcept C121332964 @default.
- W2189086649 hasConcept C126255220 @default.
- W2189086649 hasConcept C147764199 @default.
- W2189086649 hasConcept C149782125 @default.
- W2189086649 hasConcept C154945302 @default.
- W2189086649 hasConcept C158622935 @default.
- W2189086649 hasConcept C159877910 @default.
- W2189086649 hasConcept C23922673 @default.
- W2189086649 hasConcept C2776142675 @default.
- W2189086649 hasConcept C28826006 @default.
- W2189086649 hasConcept C33923547 @default.
- W2189086649 hasConcept C41008148 @default.
- W2189086649 hasConcept C62520636 @default.
- W2189086649 hasConcept C73555534 @default.
- W2189086649 hasConcept C91602232 @default.
- W2189086649 hasConceptScore W2189086649C101104100 @default.
- W2189086649 hasConceptScore W2189086649C119857082 @default.
- W2189086649 hasConceptScore W2189086649C121332964 @default.
- W2189086649 hasConceptScore W2189086649C126255220 @default.
- W2189086649 hasConceptScore W2189086649C147764199 @default.
- W2189086649 hasConceptScore W2189086649C149782125 @default.
- W2189086649 hasConceptScore W2189086649C154945302 @default.
- W2189086649 hasConceptScore W2189086649C158622935 @default.
- W2189086649 hasConceptScore W2189086649C159877910 @default.
- W2189086649 hasConceptScore W2189086649C23922673 @default.
- W2189086649 hasConceptScore W2189086649C2776142675 @default.
- W2189086649 hasConceptScore W2189086649C28826006 @default.
- W2189086649 hasConceptScore W2189086649C33923547 @default.
- W2189086649 hasConceptScore W2189086649C41008148 @default.
- W2189086649 hasConceptScore W2189086649C62520636 @default.
- W2189086649 hasConceptScore W2189086649C73555534 @default.
- W2189086649 hasConceptScore W2189086649C91602232 @default.
- W2189086649 hasIssue "5" @default.
- W2189086649 hasLocation W21890866491 @default.
- W2189086649 hasOpenAccess W2189086649 @default.
- W2189086649 hasPrimaryLocation W21890866491 @default.
- W2189086649 hasRelatedWork W1480326423 @default.
- W2189086649 hasRelatedWork W1481673804 @default.
- W2189086649 hasRelatedWork W1970004161 @default.
- W2189086649 hasRelatedWork W1980164430 @default.
- W2189086649 hasRelatedWork W1998726972 @default.
- W2189086649 hasRelatedWork W2007494455 @default.
- W2189086649 hasRelatedWork W2010018364 @default.
- W2189086649 hasRelatedWork W2013619180 @default.
- W2189086649 hasRelatedWork W2037730387 @default.
- W2189086649 hasRelatedWork W2039376366 @default.
- W2189086649 hasRelatedWork W2049317347 @default.
- W2189086649 hasRelatedWork W2101543587 @default.
- W2189086649 hasRelatedWork W2122257686 @default.
- W2189086649 hasRelatedWork W2140533334 @default.
- W2189086649 hasRelatedWork W2170751734 @default.
- W2189086649 hasRelatedWork W2183080161 @default.
- W2189086649 hasRelatedWork W2291769045 @default.
- W2189086649 hasRelatedWork W2351721083 @default.
- W2189086649 hasRelatedWork W2360088061 @default.
- W2189086649 hasRelatedWork W592671329 @default.
- W2189086649 hasVolume "3" @default.
- W2189086649 isParatext "false" @default.
- W2189086649 isRetracted "false" @default.
- W2189086649 magId "2189086649" @default.
- W2189086649 workType "article" @default.