Volatility GARCH models with the ordered weighted average (OWA) operators.
Martha Flores-SosaEzequiel Avilés-OchoaJosé M. MerigóRonald R. YagerPublished in: Inf. Sci. (2021)
Keyphrases
- weighted average
- garch model
- owa operators
- multi dimensional
- aggregation operators
- stock market
- multivariate time series
- weighted sum
- ordered weighted averaging
- aggregation functions
- sar images
- owa operator
- heavy tailed
- image quality
- data analysis
- group decision making
- fuzzy set theory
- wavelet analysis
- high dimensional
- decision making