Predicting Stock Market Volatility Using MODWT with HyFIS and FS.HGD Models
We enhance the precision of predicting daily stock market price volatility using the maximum overlapping discrete wavelet transform (MODWT) spectral model and two learning approaches: the heuristic gradient descent (FS.HGD) and hybrid neural fuzzy inference system (HyFIS). The FS.HGD approach iterat...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/11/7/121 |