Grey adaptive-network-based fuzzy inference system for fund volatility forecasting.
Liyan GengHui WangPublished in: FSKD (2010)
Keyphrases
- grey model
- forecasting model
- stock index futures
- exchange rate
- grey theory
- garch model
- grey prediction
- exponential smoothing
- short term
- financial time series
- stock market
- portfolio selection
- chinese stock market
- forecasting accuracy
- stock price
- investment strategies
- neural network
- grey system theory
- demand forecasting
- crude oil
- support vector regression
- prediction model
- long term