Volatility forecasting for interbank offered rate using grey extreme learning machine: The case of China
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DOI: 10.1016/j.chaos.2015.11.033
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References listed on IDEAS
- Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
- Rajagopal, 2015. "Chaos in Markets," Palgrave Macmillan Books, in: The Butterfly Effect in Competitive Markets, chapter 1, pages 3-29, Palgrave Macmillan.
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Cited by:
- Lahmiri, Salim & Bekiros, Stelios, 2017. "Disturbances and complexity in volatility time series," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 38-42.
- Lahmiri, Salim & Bekiros, Stelios & Salvi, Antonio, 2018. "Long-range memory, distributional variation and randomness of bitcoin volatility," Chaos, Solitons & Fractals, Elsevier, vol. 107(C), pages 43-48.
- Mojtaba Qolipour & Ali Mostafaeipour & Mohammad Saidi-Mehrabad & Hamid R Arabnia, 2019. "Prediction of wind speed using a new Grey-extreme learning machine hybrid algorithm: A case study," Energy & Environment, , vol. 30(1), pages 44-62, February.
- Liu, Weiping & Wang, Chengzhu & Li, Yonggang & Liu, Yishun & Huang, Keke, 2021. "Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
- Luo, Xilin & Duan, Huiming & He, Leiyuhang, 2020. "A Novel Riccati Equation Grey Model And Its Application In Forecasting Clean Energy," Energy, Elsevier, vol. 205(C).
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Keywords
Nonlinear dynamics system; Extreme learning machine; Grey model; Artificial neural network; Volatility forecasting;All these keywords.
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