A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis-Reference-Cited by-同舟云学术

A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis

Published:2018-11 Issue: Volume:109 Page:1-11
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Kristjanpoller Werner,Minutolo Marcel C.^ORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

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