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Description
  • Forecast accuracy of economic and financial processes is a popular measure for quantifying the risk in decision making. In this paper, we consider the accuracy of forecasting models based on statistical (stochastic) methods sometimes called as hard computing and a soft methodology based on soft or granular computing. It is found that the risk estimation process based on soft methods is simplified and less critical to the question whether the data is true crisp or white noise.
  • Forecast accuracy of economic and financial processes is a popular measure for quantifying the risk in decision making. In this paper, we consider the accuracy of forecasting models based on statistical (stochastic) methods sometimes called as hard computing and a soft methodology based on soft or granular computing. It is found that the risk estimation process based on soft methods is simplified and less critical to the question whether the data is true crisp or white noise. (en)
Title
  • Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series
  • Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series (en)
skos:prefLabel
  • Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series
  • Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series (en)
skos:notation
  • RIV/47813059:19240/09:#0002969!RIV10-GA0-19240___
http://linked.open...avai/riv/aktivita
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  • P(GA402/08/0022)
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  • 339413
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  • RIV/47813059:19240/09:#0002969
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  • Risk in decision making; Forecasting accuracy; Time series; ARCH-ARCH models; Soft RBF neural networks; Granular computing (en)
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  • [78DDD9868DD3]
http://linked.open...v/mistoKonaniAkce
  • Peking
http://linked.open...i/riv/mistoVydani
  • Amsterdam - Paris
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  • New Perspective on Risk Analysis and Crisis Response
http://linked.open...in/vavai/riv/obor
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http://linked.open...vavai/riv/projekt
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  • Marček, Dušan
  • Marček, Milan
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http://linked.open.../riv/zahajeniAkce
issn
  • 1951-6851
number of pages
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  • Atlantis Press
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  • 978-90-78677-34-5
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  • 19240
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