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Data analytics enhanced component volatility model
Yao, Yuan[1]; Zhai, Jia[2]; Cao, Yi[3]; Ding, Xuemei[4]; Liu, Junxiu[5]; Luo, Yuling[6]
刊名EXPERT SYSTEMS WITH APPLICATIONS
2017
卷号84页码:232-241
关键词Autoregressive neural network Hybrid model Two-component Volatility model
ISSN号0957-4174
DOIhttp://dx.doi.org/10.1016/j.eswa.2017.05.025
URL标识查看原文
收录类别SCI(E) ; EI ; SSCI
WOS记录号WOS:000403731900018
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/5187664
专题河南大学
作者单位[1]Institute of Management Science and Engineering, Business School, Henan University, Jinming District, Kaifeng, Henan Province, 475004, China [2]Salford Business School, University of Salford, 43 Crescent, Salford M5 4WT, United Kingdom [3]Department of Business Transformation and Sustainable Enterprise, Surrey Business School, University of Surrey, GU2 7XH, Guildford, Surrey, United Kingdom [4]School of Computing and Intelligent Systems, Ulster University, Magee campus, Northland Rd, Londonderry Northern Ireland, BT48 7JL, United Kingdom |Faculty of Software, Fujian Normal University, Upper 3rd Rd, Cangshan, Fuzhou, Fujian Province, 350108, China [5]School of Computing and Intelligent Systems, Ulster University, Magee campus, Northland Rd, Londonderry Northern Ireland, BT48 7JL, United Kingdom [6]Guangxi Key Lab of Multi-Source Information Mining & Security, Faculty of Electronic Engineering, Guangxi Normal University, Diecai, Guilin, Guangxi, 541000, China
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GB/T 7714
Yao, Yuan[1],Zhai, Jia[2],Cao, Yi[3],et al. Data analytics enhanced component volatility model[J]. EXPERT SYSTEMS WITH APPLICATIONS,2017,84:232-241.
APA Yao, Yuan[1],Zhai, Jia[2],Cao, Yi[3],Ding, Xuemei[4],Liu, Junxiu[5],&Luo, Yuling[6].(2017).Data analytics enhanced component volatility model.EXPERT SYSTEMS WITH APPLICATIONS,84,232-241.
MLA Yao, Yuan[1],et al."Data analytics enhanced component volatility model".EXPERT SYSTEMS WITH APPLICATIONS 84(2017):232-241.
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