Forecasting Volatility of Bank Deposits of Individuals Using Hybrid Arcing -ARIMA Approach: Forecasting Volatility of Bank Deposits.
Ivaylo V. BoyouklievHristina N. KulinaSnezhana Georgieva Gocheva-IlievaPublished in: ICoMS (2023)
Keyphrases
- exchange rate
- garch model
- financial time series
- short term
- stock market
- credit risk
- foreign exchange
- stock price
- grey model
- arima model
- long term
- exponential smoothing
- financial crisis
- medium term
- multivariate time series
- turning points
- commercial banks
- stock returns
- sar images
- forecasting model
- early warning
- non stationary
- artificial neural networks
- neural network
- weather forecasting
- chinese stock market
- autoregressive integrated moving average
- load forecasting
- financial data
- support vector regression
- control system
- information technology