A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction (Q2344727)
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scientific article; zbMATH DE number 6436159
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| English | A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction |
scientific article; zbMATH DE number 6436159 |
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A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction (English)
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18 May 2015
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volatility forecasting
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stock markets
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EGARCH
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type1 and type-2 fuzzy-EGARCH models
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functional link neural network
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differential harmony search
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0.8168534636497498
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0.7606526017189026
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0.7590174078941345
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0.7516181468963623
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0.7385007739067078
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