Development and evaluation of novel forecasting adaptive ensemble model
This paper proposes a new ensemble based adaptive forecasting structure for efficient different interval days' ahead prediction of five different asset values (NAV). In this approach three individual adaptive structures such as adaptive moving average (AMA), adaptive auto regressive moving aver...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co., Ltd.
2016-09-01
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| Series: | Journal of Finance and Data Science |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S240591881630023X |