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

Ronald Hochreiter
, Gerald Krottendorfer

Vienna University of Economics and Business

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Applications of Evolutionary Computation - 16th European Conference, EvoApplications 2013, Proceedings
Publisher	Springer Verlag
Pages	223-233
Number of pages	11
ISBN (Print)	9783642371912
DOIs	https://doi.org/10.1007/978-3-642-37192-9_23
Publication status	Published - 2013
Externally published	Yes
Event	16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013 - Vienna, Austria Duration: 3 Apr 2013 → 5 Apr 2013

Publication series

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

Conference

Conference	16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013
Country/Territory	Austria
City	Vienna
Period	3/04/13 → 5/04/13

Keywords

Genetic algorithms
Time series
Vector autoregression (VAR)

Access to Document

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

Cite this

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 (pp. 223-233). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 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. pp. 223-233 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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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), vol. 7835 LNCS, Springer Verlag, pp. 223-233, 16th European Conference on Applications of Evolutionary Computation, EvoApplications 2013, Vienna, Austria, 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. p. 223-233 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7835 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Hochreiter, Ronald

AU - Krottendorfer, Gerald

PY - 2013

Y1 - 2013

KW - Genetic algorithms

KW - Time series

KW - Vector autoregression (VAR)

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

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

M3 - Conference contribution

AN - SCOPUS:84875649555

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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. p. 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

Publication series

Conference

Keywords

Access to Document

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