FS
2010
13 years 10 months ago
2010
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
ESWA
2010
13 years 10 months ago
2010
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
FSS
2002
13 years 11 months ago
2002
Deploy fuzzy logic engineering tools in the
FS
2006
13 years 11 months ago
2006
We develop a