Forecasting financial time series with Boltzmann entropy through neural networks

IF 1.3 Q3 SOCIAL SCIENCES, MATHEMATICAL METHODS

Computational Management Science Pub Date : 2022-09-13 DOI:10.1007/s10287-022-00430-2

L. Grilli, D. Santoro

引用次数: 1

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基于Boltzmann熵的神经网络金融时间序列预测

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Computational Management Science SOCIAL SCIENCES, MATHEMATICAL METHODS-

CiteScore

1.90

自引率

11.10%

发文量

期刊介绍： Computational Management Science (CMS) is an international journal focusing on all computational aspects of management science. These include theoretical and empirical analysis of computational models; computational statistics; analysis and applications of constrained, unconstrained, robust, stochastic and combinatorial optimisation algorithms; dynamic models, such as dynamic programming and decision trees; new search tools and algorithms for global optimisation, modelling, learning and forecasting; models and tools of knowledge acquisition. The emphasis on computational paradigms is an intended feature of CMS, distinguishing it from more classical operations research journals. Officially cited as: Comput Manag Sci