A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction (Q2344727)

From MaRDI portal
Revision as of 18:10, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
scientific article

    Statements

    A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction (English)
    0 references
    0 references
    0 references
    0 references
    18 May 2015
    0 references
    volatility forecasting
    0 references
    stock markets
    0 references
    EGARCH
    0 references
    type1 and type-2 fuzzy-EGARCH models
    0 references
    functional link neural network
    0 references
    differential harmony search
    0 references

    Identifiers