Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting.

Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting.

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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...

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Bibliographic Details
Main Authors: Abdullah H Alenezy, Mohd Tahir Ismail, Jamil J Jaber, S Al Wadi, Rami S Alkhawaldeh
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2022-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0278835

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