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