Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumps.
Leandro MacielFernando A. C. GomideRosangela BalliniRonald R. YagerPublished in: CIFEr (2013)
Keyphrases
- fuzzy modeling
- exchange rate
- garch model
- fuzzy model
- financial time series
- fuzzy rules
- rule base
- stock market
- grey model
- fuzzy clustering
- input output
- fuzzy inference
- short term
- markov chain
- stock price
- fuzzy logic
- expert systems
- genetic optimization
- financial data
- information granulation
- turning points
- neuro fuzzy
- forecasting model
- fuzzy systems
- fuzzy control
- prediction model
- multivariate time series
- fuzzy inference system
- intelligent systems
- fuzzy sets
- control system
- decision making