FORECASTING HIGH-FREQUENCY FINANCIAL DATA VOLATILITY VIA NONPARAMETRIC ALGORITHMS: EVIDENCE FROM TAIWAN'S FINANCIAL MARKETS

DOI10.1142/S1793005706000543zbMath1202.91350MaRDI QIDQ3421882

Wochiang Lee

Publication date: 8 February 2007

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

zbMATH Keywords

artificial neural networksgenetic programmingintegrated volatility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

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• Unnamed Item