Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning

DOI10.1016/J.FSS.2008.04.003MaRDI QIDQ835290zbMATH OpenOpenAlexFDO

Authors Bao Rong Chang

Publication date 28 August 2009

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2008.04.003

zbMATH Keywords

volatility clusteringquantum amplitude amplificationANFIS/NGARCH composite modelnonlinear heteroscedasticityquantum minimizationtime-series prediction

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1579275 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1256737 (Why is no real title available?)
• scientific article; zbMATH DE number 558123 (Why is no real title available?)
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• scientific article; zbMATH DE number 2103524 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression
• Control problems of grey systems
• Generalized autoregressive conditional heteroscedasticity
• Neural network fundamentals with graphs, algorithms, and applications
• On a measure of lack of fit in time series models
• Rapid solution of problems by quantum computation
• The solution of dynamic linear rational expectations models

Cited in

(3)

• Type-1 possibilistic fuzzy forecasting functions
• Estimation of flexible fuzzy GARCH models for conditional density estimation
• High order fuzzy time series forecasting method based on an intersection operation

Describes a project that uses

Uses Software

• ANFIS

This page was built for publication: Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q835290)