Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network.
Dadabada PradeepkumarVadlamani RaviPublished in: Appl. Soft Comput. (2017)
Keyphrases
- financial time series
- quantile regression
- neural network
- stock market
- exchange rate
- financial time series forecasting
- cross validated
- least squares
- turning points
- stock price
- non stationary
- stock returns
- financial data
- stock exchange
- artificial neural networks
- cross validation
- garch model
- response variable
- training set
- multivariate time series
- data sets
- regression model
- neural network model
- data streams
- machine learning