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

Financial data is characterized as non-linear, chaotic in nature and volatile thus making the process of forecasting cumbersome. Therefore, a successful forecasting model must be able to capture longterm dependencies from the past chaotic data. In this study, a novel hybrid model, called UKF-NAR...

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Bibliographic Details
Main Author: Lai, Fong Woon
Other Authors: Rajendra , Prasath
Format: Book Section
Published: Springer 2014
Online Access:http://eprints.utp.edu.my/11587/
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