Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm
Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm
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Irwin Ma, Tony Wong, Thiagas S. Sankar, Raymond Siu
IEEE International Conference on Systems, Man and Cybernetics(The Hague, Netherlands, Oct. 10-13, 2004)p. 5824-5829.Piscataway, NJ, USA : Institute of Electrical and Electronics Engineers.
