Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting

This research employs the gradient descent learning (FIR.DM) approach as a learning process in a nonlinear spectral model of maximum overlapping discrete wavelet transform (MODWT) to improve volatility prediction of daily stock market prices using Saudi Arabia’s stock exchange (Tadawul) data. The MO...

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Detalles Bibliográficos
Autores principales: Alenezy, Abdullah H., Ismail, Mohd Tahir, Jaber, Jamil J., Wadi, S. AL, Alkhawaldeh, Rami S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9733893/
https://www.ncbi.nlm.nih.gov/pubmed/36490280
http://dx.doi.org/10.1371/journal.pone.0278835

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9733893/
https://www.ncbi.nlm.nih.gov/pubmed/36490280
http://dx.doi.org/10.1371/journal.pone.0278835

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