A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting.
Ronald Tor DasKai Keng AngChai QuekPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- computational methods
- garch model
- stock market
- exchange rate
- multivariate time series
- sar images
- statistical methods
- computational approaches
- secondary structure
- sequence similarity
- protein protein interactions
- stock price
- financial time series
- statistical models
- short term
- protein function
- computational tools
- data structures and algorithms
- databases
- financial markets
- wavelet analysis
- long term
- social networks