Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model.
Aerambamoorthy ThavaneswaranRuppa K. ThulasiramZimo ZhuMohammed Erfanul HoqueNalini RavishankerPublished in: COMPSAC (2) (2019)
Keyphrases
- predictive model
- data driven
- historical data
- stock price
- artificial neural networks
- neural network
- fuzzy sets
- fuzzy logic
- prediction model
- data mining techniques
- decision trees
- financial markets
- fuzzy rules
- financial crisis
- predictive analytics
- investment strategies
- neuro fuzzy
- classification models
- risk management
- classification rules
- stock market
- knowledge discovery
- probabilistic model
- data warehouse
- feature selection