The soft computing FFNN method for adjusting heteroscedasticity on the time series model of currency exchange rate
IntroductionTime series models on financial data often have problems with the stationary assumption of variance on the residuals. It is well known as the heteroscedasticity effect. The heteroscedasticity is represented by a nonconstant value that varies over time.MethodsThe heteroscedasticity effect...
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| Principais autores: | , , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Frontiers Media S.A.
2023-04-01
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| Serija: | Frontiers in Applied Mathematics and Statistics |
| Teme: | |
| Online dostop: | https://www.frontiersin.org/articles/10.3389/fams.2023.1045218/full |
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