A multiscale modeling approach incorporating ARIMA and anns for financial market volatility forecasting
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11424-014-3305-4.pdf
Reference21 articles.
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3. Pasquale D C, Lucio S, and Giulia S, The predictive information content of external imbalances for exchange rate returns: How much is it worth? Review of Economics and Statistics, 2012, 94(1): 100–115.
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5. Yu L, Lai K K, and Wang S Y, Multistage RBF neural network ensemble learning for exchange rates forecasting, Neurocomputing, 2008, 71(16–18): 3295–3302.
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