A comparison of wavelet networks and genetic programming in the context of temperature derivatives
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DOI: 10.1016/j.ijforecast.2016.07.002
Abstract: The purpose of this study is to develop a model that describes the dynamics of the daily average temperature accurately in the context of weather derivatives pricing. More precisely, we compare two state-of-the-art machine learning… read more here.
Keywords: networks genetic; genetic programming; temperature; comparison wavelet ... See more keywords