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A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems.
Rui Jorge Almeida
Nalan Bastürk
Uzay Kaymak
Viorel Milea
Published in:
CIFEr (2012)
Keyphrases
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fuzzy systems
probabilistic model
semi parametric
neural network
genetic algorithm
pattern recognition
expert systems
graphical models
generative model
mathematical model
evolutionary computation
statistical learning