Robust estimation of vector autoregression (VAR) models using genetic algorithms

Ronald Hochreiter; Gerald Krottendorfer

doi:10.1007/978-3-642-37192-9_23

Robust estimation of vector autoregression (VAR) models using genetic algorithms

Vienna University of Economics and Business

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

Originalsprache	Englisch
Titel	Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings
Herausgeber (Verlag)	Springer Verlag
Seiten	223-233
Seitenumfang	11
ISBN (Print)	9783642371912
DOIs	https://doi.org/10.1007/978-3-642-37192-9_23
Publikationsstatus	Veröffentlicht - 2013
Extern publiziert	Ja
Veranstaltung	16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013 - Vienna, Österreich Dauer: 3 Apr. 2013 → 5 Apr. 2013

Publikationsreihe

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Band	7835 LNCS
ISSN (Print)	0302-9743
ISSN (elektronisch)	1611-3349

Konferenz

Konferenz	16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013
Land/Gebiet	Österreich
Ort	Vienna
Zeitraum	3/04/13 → 5/04/13

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10.1007/978-3-642-37192-9_23

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Hochreiter, R., & Krottendorfer, G. (2013). Robust estimation of vector autoregression (VAR) models using genetic algorithms. in Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings (S. 223-233). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 7835 LNCS). Springer Verlag. https://doi.org/10.1007/978-3-642-37192-9_23

Hochreiter, Ronald ; Krottendorfer, Gerald. / Robust estimation of vector autoregression (VAR) models using genetic algorithms. Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings. Springer Verlag, 2013. S. 223-233 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{e2bf56e9ee9c4840b7d29b61433c94b5,

title = "Robust estimation of vector autoregression (VAR) models using genetic algorithms",

keywords = "Genetic algorithms, Time series, Vector autoregression (VAR)",

author = "Ronald Hochreiter and Gerald Krottendorfer",

year = "2013",

doi = "10.1007/978-3-642-37192-9\_23",

language = "English",

isbn = "9783642371912",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

pages = "223--233",

booktitle = "Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings",

note = "16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013 ; Conference date: 03-04-2013 Through 05-04-2013",

}

Hochreiter, R & Krottendorfer, G 2013, Robust estimation of vector autoregression (VAR) models using genetic algorithms. in Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Bd. 7835 LNCS, Springer Verlag, S. 223-233, 16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013, Vienna, Österreich, 3/04/13. https://doi.org/10.1007/978-3-642-37192-9_23

Robust estimation of vector autoregression (VAR) models using genetic algorithms. / Hochreiter, Ronald; Krottendorfer, Gerald.
Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings. Springer Verlag, 2013. S. 223-233 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 7835 LNCS).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

TY - GEN

T1 - Robust estimation of vector autoregression (VAR) models using genetic algorithms

AU - Hochreiter, Ronald

AU - Krottendorfer, Gerald

PY - 2013

Y1 - 2013

KW - Genetic algorithms

KW - Time series

KW - Vector autoregression (VAR)

UR - https://www.scopus.com/pages/publications/84875649555

U2 - 10.1007/978-3-642-37192-9_23

DO - 10.1007/978-3-642-37192-9_23

M3 - Conference contribution

AN - SCOPUS:84875649555

SN - 9783642371912

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 223

EP - 233

BT - Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings

PB - Springer Verlag

T2 - 16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013

Y2 - 3 April 2013 through 5 April 2013

ER -

Hochreiter R, Krottendorfer G. Robust estimation of vector autoregression (VAR) models using genetic algorithms. in Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings. Springer Verlag. 2013. S. 223-233. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-37192-9_23

Robust estimation of vector autoregression (VAR) models using genetic algorithms

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