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A Fuzzy Model for Interval-Valued Time Series Modeling and Application in Exchange Rate Forecasting
Financial interval time series (ITS) is a time series whose value at each time step is an interval composed by the low and the high price of an asset. The low-high price range is related to the concept of volatility because it inherits intraday price variability. Accurate forecasting of price ranges...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274653/ http://dx.doi.org/10.1007/978-3-030-50153-2_4 |