Improving Volatility Risk Forecasting Accuracy in Industry Sector.
Sadam Al WadiPublished in: Int. J. Math. Math. Sci. (2017)
Keyphrases
- forecasting accuracy
- hybrid model
- forecasting model
- absolute percentage error
- demand forecasting
- support vector regression
- bp neural network
- financial crisis
- neural network model
- decision making
- risk management
- training data
- data sets
- short term
- support vector machine
- financial markets
- decision trees
- genetic algorithm
- neural network