Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting
Sign Up to like & getrecommendations! Published in 2022 at "PLOS ONE"
DOI: 10.1371/journal.pone.0278835
Abstract: 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… read more here.
Keywords: wavelet; modwt; volatility; fuzzy inference ... See more keywords