A MULTISCALE MODELING APPROACH INCORPORATING ARIMA AND ANNS FOR FINANCIAL MARKET VOLATILITY FORECASTING

XIAO Yi , XIAO Jin , LIU John , WANG Shouyang

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (1) : 225-236.

PDF(288 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(288 KB)
Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (1) : 225-236. DOI: 10.1007/s11424-014-3305-4
article

A MULTISCALE MODELING APPROACH INCORPORATING ARIMA AND ANNS FOR FINANCIAL MARKET VOLATILITY FORECASTING

  • XIAO Yi1 , XIAO Jin2 , LIU John 3, WANG Shouyang4
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(1): 225-236 https://doi.org/10.1007/s11424-014-3305-4

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(288 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉