A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
نویسندگان
چکیده
منابع مشابه
A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
a r t i c l e i n f o a b s t r a c t Keywords: Volatility forecasting Stock markets EGARCH type1 and type2 fuzzy-EGARCH models Functional link neural network Differential harmony search In this paper a new hybrid model integrating an interval type2 fuzzy logic system (IT2FLS) with a computationally efficient functional link artificial neural network (CEFLANN) and an Exponential Generalized Aut...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2015
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2015.02.001