Login / Signup
Adaptive Fuzzy-GARCH model applied to forecasting the volatility of stock markets using particle swarm optimization.
Jui-Chung Hung
Published in:
Inf. Sci. (2011)
Keyphrases
</>
garch model
stock market
adaptive fuzzy
stock index
multivariate time series
chinese stock market
sar images
stock price
financial time series
control algorithm
stock exchange
heavy tailed
short term
foreign exchange
nonlinear systems
image processing
neural network