Adaptive fuzzy system to forecast financial time series volatility

DOI10.3233/IFS-2012-0491zbMath1269.68097OpenAlexW1565071190MaRDI QIDQ5326524

Rosangela Ballini, Ivette Luna

Publication date: 6 August 2013

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/ifs-2012-0491

zbMATH Keywords

online learningGARCHvolatilitytime series forecastingadaptive fuzzy systems

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Reasoning under uncertainty in the context of artificial intelligence (68T37) Credit risk (91G40)

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