Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model
This work shown as the fuzzy-EGARCH-ANN (fuzzy-exponential generalized autoregressive conditional heteroscedastic-artificial neural network) model does not require continuous model calibration if the corresponding DE algorithm is used appropriately, but other models such as GARCH, EGARCH, and EGARCH...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Applied Computational Intelligence and Soft Computing |
| Online Access: | http://dx.doi.org/10.1155/2021/6637091 |
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