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

Ma, Irwin, Wong, Tony, Sankar, Thiagas S. and Siu, Raymond.

In 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. Compte des citations dans Scopus : 6. 2004