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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| 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 |