Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting

Said Jadid Abdulkadir, Suet Peng Yong, Maran Marimuthu, Fong-Woon Lai. Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting. In Rajendra Prasath, Philip O'Reilly, T. Kathirvalavakumar, editors, Mining Intelligence and Knowledge Exploration - Second International Conference, MIKE 2014, Cork, Ireland, December 10-12, 2014. Proceedings. Volume 8891 of Lecture Notes in Computer Science, pages 72-81, Springer, 2014. [doi]

Abstract

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