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Applying a combined fuzzy systems and GARCH model to adaptively forecast stock market volatility

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References

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2018A fuzzy neural network combined with technical indicators and its application to Baltic Dry Index forecasting37 cited
2013Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting

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37 cited

2016An evolutionary hybrid Fuzzy Computationally Efficient EGARCH model for volatility prediction36 cited

2015Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting28 cited