Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network-Reference-Cited by-同舟云学术

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Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network

Published:2017-09 Issue: Volume:58 Page:35-52
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Pradeepkumar Dadabada,Ravi Vadlamani

Publisher

Elsevier BV

Subject

Software

Reference68 articles.

1. A Practical Guide to Forecasting Financial Market Volatility;Poon,2005

2. Practical issues in forecasting volatility types of volatility models;Poon;Financ. Anal. J.,2005

3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Economet.,1986

4. A general regression neural network;Specht;IEEE Trans. Neural Netw.,1991

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