Show simple item record

Optimization of interval type-2 fuzzy integrators in ensembles of ANFIS models for prediction of the Mackey-Glass time series

contributor authorSoto, J. , Melin, P. , Castillo, O.
date accessioned2020-03-12T23:28:09Z
date available2020-03-12T23:28:09Z
date issued2014
identifier other6893880.pdf
identifier urihttp://libsearch.um.ac.ir:80/fum/handle/fum/1112783?locale-attribute=en&show=full
formatgeneral
languageEnglish
publisherIEEE
titleOptimization of interval type-2 fuzzy integrators in ensembles of ANFIS models for prediction of the Mackey-Glass time series
typeConference Paper
contenttypeMetadata Only
identifier padid8281744
subject keywordsMonte Carlo methods
subject keywordscalibration
subject keywordsgradient methods
subject keywordsoptimisation
subject keywordspricing
subject keywordsshare prices
subject keywordsstochastic processes
subject keywordsGreeks computation
subject keywordsMonte Carlo estimators
subject keywordsalgorithmic differentiation
subject keywordscalibration
subject keywordsfinite differencing
subject keywordsgradient based optimization methods
subject keywordslikelihood ratio
subject keywordsoption pricing model
subject keywordspathwise delta
subject keywordspayoff function independent feature
subject keywordsstochastic volatility models
subject keywordsBiological system modeling
subject keywordsCalibration
subject keywordsEurope
subject keywordsMathematical model
subject keywordsMonte Carlo methods
subject keywordsSensitivity
subject keywordsStochastic processe
identifier doi10.1109/CIFEr.2014.6924088
journal titleorbert Wiener in the 21st Century (21CW), 2014 IEEE Conference on
filesize814147
citations0


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record