Signal propagation of fuzzy granule networks deriving from financial time series

DOI10.1016/J.CNSNS.2021.105982zbMATH Open1478.91183OpenAlexW3193946642MaRDI QIDQ2246972FDOQ2246972

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

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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)

Cites Work

• Title not available (Why is that?)
• Volatility in financial markets: Stochastic models and empirical results
• Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
• Learning rules for a fuzzy inference model
• Complex network construction of Internet finance risk
• Long-term prediction of time series based on stepwise linear division algorithm and time-variant zonary fuzzy information granules

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