Selecting the best forecasting-implied volatility model using genetic programming

DOI10.1155/2009/179230MaRDI QIDQ1040021zbMATH OpenOpenAlexWikidataFDO

Authors Wafa Abdelmalek, Sana Ben Hamida, Fathi Abid

Publication date 23 November 2009

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/229810

Mathematics Subject Classification ID

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Cited in

(4)

• scientific article; zbMATH DE number 2065159 (Why is no real title available?)
• FORECASTING HIGH-FREQUENCY FINANCIAL DATA VOLATILITY VIA NONPARAMETRIC ALGORITHMS: EVIDENCE FROM TAIWAN'S FINANCIAL MARKETS
• APPLYING THE GENETIC-BASED NEURAL NETWORKS TO VOLATILITY TRADING
• Implied volatility forecast based on nonparametric regression model

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