Data analytics enhanced component volatility model-Reference-Cited by-同舟云学术

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Data analytics enhanced component volatility model

Published:2017-10 Issue: Volume:84 Page:232-241
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Yao Yuan,Zhai Jia,Cao Yi,Ding Xuemei,Liu Junxiu,Luo Yuling

Funder

Scientific Research Funds

Education Department from Fujian Province

Program of Education Department of Fujian Province

Nature and Science Funds

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference46 articles.

1. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002

2. Training radial basis function networks using biogeography-based optimizer;Aljarah;Neural Computing and Applications,2016

3. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998

4. Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters;Andreou;European Journal of Operational Research,2008

5. Measuring business cycles approximate band-pass filters for Economic Time Series;Baxter;Review of Economics and Statistics,1999

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2. Risk Analysis of the Chinese Financial Market with the Application of a Novel Hybrid Volatility Prediction Model;Mathematics;2023-09-16

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4. A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches;Computational Economics;2022-06-14

5. Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis;Risks;2021-02-01

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