Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting

HIGHLIGHTS

• who: Abdullah H. Alenezy et al. from the Department of mathematics, College of Science, University of Ha`il, Hail, Kingdom of Saudi Arabia, School have published the research work: Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting, in the Journal: PLOS ONE of 23/Nov/2022
• what: The authors evaluate the performance of the proposed model (MODWT-LA8-FIR.DM) using different statistical measures (ME RMSE MAE MPE) and compare it to two established models: the original FIR.DM and other MODWT-FIR.DM functions for forecasting 20% of datasets . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or E-mail:

  If you don't have an account, you can create one here.