A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction

DOI10.1016/J.IJAR.2015.02.001MaRDI QIDQ2344727zbMATH OpenOpenAlexFDO

Authors Rajashree Dash, P. K. Dash, Ranjeeta Bisoi

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

zbMATH Keywords

differential harmony searchEGARCHfunctional link neural networkstock marketstype1 and type-2 fuzzy-EGARCH modelsvolatility forecasting

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

• A new meta-heuristic algorithm for continuous engineering optimization: harmony search theory and practice
• Hybrid harmony search and artificial bee colony algorithm for global optimization problems
• Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence

Cited in

(4)

• Stock market prediction and portfolio selection models: a survey
• Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach
• Adaptive fuzzy system to forecast financial time series volatility
• Approximation of centroid end-points and switch points for replacing type reduction algorithms

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