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An evolutionary hybrid Fuzzy Computationally Efficient EGARCH model for volatility prediction.

Rajashree DashP. K. Dash
Published in: Appl. Soft Comput. (2016)
Keyphrases
  • computationally efficient
  • probabilistic model
  • theoretical analysis
  • mathematical model
  • high level
  • computational model
  • experimental data
  • prediction model
  • long term
  • cost function
  • formal model
  • classification models