A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
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Publication:2344727
DOI10.1016/J.IJAR.2015.02.001zbMath1329.91149OpenAlexW2018199033MaRDI QIDQ2344727
Ranjeeta Bisoi, Rajashree Dash, P. K. Dash
Publication date: 18 May 2015
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2015.02.001
EGARCHvolatility forecastingstock marketsfunctional link neural networkdifferential harmony searchtype1 and type-2 fuzzy-EGARCH models
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Cites Work
- Hybrid harmony search and artificial bee colony algorithm for global optimization problems
- A new meta-heuristic algorithm for continuous engineering optimization: harmony search theory and practice
- Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence
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