Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming.

Wafa Abdelmalek Sana Ben Hamida Fathi Abid

Published in: Adv. Decis. Sci. (2009)

Keyphrases

computational model
mathematical model
high level
probabilistic model
neural network model
financial time series
data sets
hidden markov models
statistical model
experimental data
conceptual model
prediction model
forecasting model