Optimization of interval type-2 fuzzy integrators in ensembles of ANFIS models for prediction of the Mackey-Glass time series
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: 2014DOI: 10.1109/CIFEr.2014.6924088
Keyword(s): Monte Carlo methods,calibration,gradient methods,optimisation,pricing,share prices,stochastic processes,Greeks computation,Monte Carlo estimators,algorithmic differentiation,calibration,finite differencing,gradient based optimization methods,likelihood ratio,option pricing model,pathwise delta,payoff function independent feature,stochastic volatility models,Biological system modeling,Calibration,Europe,Mathematical model,Monte Carlo methods,Sensitivity,Stochastic processe
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Optimization of interval type-2 fuzzy integrators in ensembles of ANFIS models for prediction of the Mackey-Glass time series
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| contributor author | Soto, J. , Melin, P. , Castillo, O. | |
| date accessioned | 2020-03-12T23:28:09Z | |
| date available | 2020-03-12T23:28:09Z | |
| date issued | 2014 | |
| identifier other | 6893880.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/1112783?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | IEEE | |
| title | Optimization of interval type-2 fuzzy integrators in ensembles of ANFIS models for prediction of the Mackey-Glass time series | |
| type | Conference Paper | |
| contenttype | Metadata Only | |
| identifier padid | 8281744 | |
| subject keywords | Monte Carlo methods | |
| subject keywords | calibration | |
| subject keywords | gradient methods | |
| subject keywords | optimisation | |
| subject keywords | pricing | |
| subject keywords | share prices | |
| subject keywords | stochastic processes | |
| subject keywords | Greeks computation | |
| subject keywords | Monte Carlo estimators | |
| subject keywords | algorithmic differentiation | |
| subject keywords | calibration | |
| subject keywords | finite differencing | |
| subject keywords | gradient based optimization methods | |
| subject keywords | likelihood ratio | |
| subject keywords | option pricing model | |
| subject keywords | pathwise delta | |
| subject keywords | payoff function independent feature | |
| subject keywords | stochastic volatility models | |
| subject keywords | Biological system modeling | |
| subject keywords | Calibration | |
| subject keywords | Europe | |
| subject keywords | Mathematical model | |
| subject keywords | Monte Carlo methods | |
| subject keywords | Sensitivity | |
| subject keywords | Stochastic processe | |
| identifier doi | 10.1109/CIFEr.2014.6924088 | |
| journal title | orbert Wiener in the 21st Century (21CW), 2014 IEEE Conference on | |
| filesize | 814147 | |
| citations | 0 |