| A hybrid information capturing methodology for price volatility and its application to financial markets | |
| Shen, Chuanhe; Feng, Liang; Li, Ying | |
| 刊名 | JOURNAL OF INTELLIGENT & FUZZY SYSTEMS
 |
| 2018 | |
| 卷号 | 35期号:1页码:405-414 |
| 关键词 | Nonlinear dynamics information capturing fuzzy support vector machine (FSVM) wavelet denoising GARCH |
| DOI | 10.3233/JIFS-169598 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4574331 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Womens Univ, Inst Financial Engn, Changqing Univ Sci & Technol Pk, Jinan, Shandong, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Shen, Chuanhe,Feng, Liang,Li, Ying. A hybrid information capturing methodology for price volatility and its application to financial markets[J]. JOURNAL OF INTELLIGENT & FUZZY SYSTEMS,2018,35(1):405-414. |
| APA | Shen, Chuanhe,Feng, Liang,&Li, Ying.(2018).A hybrid information capturing methodology for price volatility and its application to financial markets.JOURNAL OF INTELLIGENT & FUZZY SYSTEMS,35(1),405-414. |
| MLA | Shen, Chuanhe,et al."A hybrid information capturing methodology for price volatility and its application to financial markets".JOURNAL OF INTELLIGENT & FUZZY SYSTEMS 35.1(2018):405-414. |
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