Abstract
In this paper we present an implementation of a Vector autoregression (VAR) estimation model using Genetic Algorithms. The algorithm was implemented in R and compared to standard estimation models using least squares. A numerical example is presented to outline advantages of the GA approach. © Springer-Verlag Berlin Heidelberg 2013.
Author supplied keywords
Cite
CITATION STYLE
Hochreiter, R., & Krottendorfer, G. (2013). Robust estimation of vector autoregression (VAR) models using genetic algorithms. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 7835 LNCS, pp. 223–233). Springer Verlag. https://doi.org/10.1007/978-3-642-37192-9_23
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
