Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting.
This research employs the gradient descent learning (FIR.DM) approach as a learning process in a nonlinear spectral model of maximum overlapping discrete wavelet transform (MODWT) to improve volatility prediction of daily stock market prices using Saudi Arabia's stock exchange (Tadawul) data. T...
Main Authors: | Abdullah H Alenezy, Mohd Tahir Ismail, Jamil J Jaber, S Al Wadi, Rami S Alkhawaldeh |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2022-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0278835 |
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