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Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization.

Jui-Chung Hung
Published in: Soft Comput. (2015)
Keyphrases
  • garch model
  • stock index
  • stock market
  • multivariate time series
  • chinese stock market
  • stock exchange
  • sar images
  • short term
  • stock price
  • spot market
  • wavelet analysis