A comparative assessment of different fuzzy regression methods for volatility forecasting.
Silvia MuzzioliBernard De BaetsPublished in: Fuzzy Optim. Decis. Mak. (2013)
Keyphrases
- regression methods
- regression model
- linear regression
- exchange rate
- garch model
- regression method
- financial time series
- kernel regression
- logistic regression
- fuzzy sets
- fuzzy logic
- support vector regression
- short term
- prediction model
- stock price
- stock market
- robust regression
- data sets
- partial least squares
- membership functions
- financial markets
- machine learning
- fuzzy rules
- forecasting model
- face recognition