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Forecasting with genetically programmed polynomial neural networks

, and . International Journal of Forecasting, 22 (2): 249--265 (April 2006)
DOI: doi:10.1016/j.ijforecast.2005.05.002

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Genetic Programming of Polynomial Models for Financial Forecasting, and . Genetic Algorithms and Genetic Programming in Computational Finance, chapter 5, Kluwer Academic Press, (2002)A One-Step Unscented Particle Filter for Nonlinear Dynamical Systems., and . ICANN (1), volume 4668 of Lecture Notes in Computer Science, page 747-756. Springer, (2007)Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation., , and . Expert Syst. Appl., 40 (6): 2233-2243 (2013)Sequential Bayesian kernel modelling with non-Gaussian noise., and . Neural Networks, 21 (1): 36-47 (2008)Forecasting with genetically programmed polynomial neural networks, and . International Journal of Forecasting, 22 (2): 249--265 (April 2006)Instance-Based Decompositions of Error Correcting Output Codes., , , and . MCS, volume 9132 of Lecture Notes in Computer Science, page 51-63. Springer, (2015)Analytical factor stochastic volatility modeling for portfolio allocation., and . CIFEr, page 1-8. IEEE, (2012)Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation., , and . CIFEr, page 310-317. IEEE, (2014)Description Identification and the Consistency Problem., , and . SGAI Conf., page 61-74. Springer, (2008)Unscented grid filtering and elman recurrent networks., , and . IJCNN, page 1-7. IEEE, (2010)