Evolving Possibilistic Fuzzy Modeling for Realized Volatility Forecasting With Jumps.
Leandro MacielRosangela BalliniFernando A. C. GomidePublished in: IEEE Trans. Fuzzy Syst. (2017)
Keyphrases
- fuzzy modeling
- exchange rate
- garch model
- fuzzy model
- financial time series
- fuzzy rules
- stock market
- input output
- grey model
- fuzzy clustering
- fuzzy inference
- short term
- markov chain
- stock price
- fuzzy logic
- fuzzy numbers
- genetic optimization
- turning points
- neuro fuzzy
- fuzzy systems
- long term
- artificial intelligence
- multivariate time series
- real time
- genetic algorithm
- neural network