Modelling asymmetric behaviour in time series: identification through PSO (Q4561920)
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scientific article; zbMATH DE number 6993374
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| English | Modelling asymmetric behaviour in time series: identification through PSO |
scientific article; zbMATH DE number 6993374 |
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Modelling Asymmetric Behaviour in Time Series: Identification Through PSO (English)
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13 December 2018
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particle swarm optimization
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particle swarm optimization algorithm
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financial time series
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asymmetric behaviour
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bear market
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0.7295897006988525
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0.713068425655365
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0.7091186046600342
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0.7057135701179504
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