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Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm

Ma, Irwin, Wong, Tony, Sankar, Thiagas S. et Siu, Raymond. 2004. « Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm ». In IEEE International Conference on Systems, Man and Cybernetics (The Hague, Netherlands, Oct. 10-13, 2004), pp. 5824-5829. Piscataway, NJ, USA : Institute of Electrical and Electronics Engineers.
Compte des citations dans Scopus : 6.

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Item Type: Conference proceeding
Professor:
Professor
Wong, Tony
Sankar, Thiagas S.
Affiliation: Génie de la production automatisée
Date Deposited: 18 Apr 2013 19:03
Last Modified: 18 Mar 2016 21:44
URI: http://espace2.etsmtl.ca/id/eprint/4430

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