Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

scour modeling piles of kambuzia industrial city bridge using hec-ras and artificial neural network

today, scouring is one of the important topics in the river and coastal engineering so that the most destruction in the bridges is occurred due to this phenomenon. whereas the bridges are assumed as the most important connecting structures in the communications roads in the country and their importance is doubled while floodwater, thus exact design and maintenance thereof is very crucial. f...

Determining the importance of soil properties for clay dispersibility using artificial neural network and daptive neuro-fuzzy inference system

The main purpose of the current research is comparing the results of Artificial Neural Network (ANN) with Adaptive Neuro-Fuzzy Inference System (ANFIS) with regard to determination of the importance of soil properties affecting clay dispersibility. After taking samples from two depths of 0-40 and 40-80 cm, the spontaneous and mechanical dispersions of clay were recorded using both weighing and ...

متن کامل

Application of Artificial Neural Network and Fuzzy Inference System in Prediction of Breaking Wave Characteristics

Wave height as well as water depth at the breaking point are two basic parameters which are necessary for studying coastal processes. In this study, the application of soft computing-based methods such as artificial neural network (ANN), fuzzy inference system (FIS), adaptive neuro fuzzy inference system (ANFIS) and semi-empirical models for prediction of these parameters are investigated. Th...

متن کامل

A COMPREHENSIVE STUDY ON THE CONCRETE COMPRESSIVE STRENGTH ESTIMATION USING ARTIFICIAL NEURAL NETWORK AND ADAPTIVE NEURO-FUZZY INFERENCE SYSTEM

This research deals with the development and comparison of two data-driven models, i.e., Artificial Neural Network (ANN) and Adaptive Neuro-based Fuzzy Inference System (ANFIS) models for estimation of 28-day compressive strength of concrete for 160 different mix designs. These various mix designs are constructed based on seven different parameters, i.e., 3/4 mm sand, 3/8 mm sand, cement conten...

متن کامل

the use of appropriate madm model for ranking the vendors of mci equipments using fuzzy approach

abstract nowadays, the science of decision making has been paid to more attention due to the complexity of the problems of suppliers selection. as known, one of the efficient tools in economic and human resources development is the extension of communication networks in developing countries. so, the proper selection of suppliers of tc equipments is of concern very much. in this study, a ...

15 صفحه اول

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematics

سال: 2020

ISSN: 2314-4629,2314-4785

DOI: 10.1155/2020/6871396