Покращена модель регуляризації ELASTIC NET для обробки фінансових часових рядів
This paper proposes a modification of Elastic Net regression for short-term forecasting of financial time series by introducing Gaussian weight decay. The new approach is designed to smooth the abrupt “jumps” between the last historical observation and the first forecast—an issue typical of standard...
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| Date: | 2025 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Vinnytsia National Technical University
2025
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| Subjects: | |
| Online Access: | https://oeipt.vntu.edu.ua/index.php/oeipt/article/view/771 |
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| Journal Title: | Optoelectronic Information-Power Technologies |