Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290)
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scientific article; zbMATH DE number 5599511
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| English | Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning |
scientific article; zbMATH DE number 5599511 |
Statements
Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (English)
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28 August 2009
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time-series prediction
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ANFIS/NGARCH composite model
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quantum minimization
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quantum amplitude amplification
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volatility clustering
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nonlinear heteroscedasticity
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