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.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (1) : 225-236. DOI: 10.1007/s11424-014-3305-4
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A MULTISCALE MODELING APPROACH INCORPORATING ARIMA AND ANNS FOR FINANCIAL MARKET VOLATILITY FORECASTING

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{{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

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