Signal propagation of fuzzy granule networks deriving from financial time series

DOI10.1016/J.CNSNS.2021.105982MaRDI QIDQ2246972zbMATHOpenAlexFDO

Authors Chao Luo, Tingting Li

Publication date 16 November 2021

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2021.105982

zbMATH Keywords

volatilityfinancial marketsinformation granulesgranule networks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and fuzziness (62M86) Financial networks (including contagion, systemic risk, regulation) (91G45) Mathematical economics and fuzziness (91B86)

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Cites work

• scientific article; zbMATH DE number 909506 (Why is no real title available?)
• Complex network construction of Internet finance risk
• Learning rules for a fuzzy inference model
• Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
• Long-term prediction of time series based on stepwise linear division algorithm and time-variant zonary fuzzy information granules
• Volatility in financial markets: Stochastic models and empirical results

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