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An alternative method for forecasting price volatility by combining models.
Bishal Gurung
K. N. Singh
Ranjit Kumar Paul
Sanjeev Panwar
Biwash Gurung
Lawrence Lepcha
Published in:
Commun. Stat. Simul. Comput. (2017)
Keyphrases
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preprocessing
probabilistic model
monte carlo simulation
significant improvement
computational cost
high accuracy
detection method
predictive model
segmentation method
forecasting model
data sets
modeling method
high precision
dynamic programming
prior knowledge
objective function
feature extraction
neural network