New hybrid fuzzy time series model: Forecasting the foreign exchange market
This work develops a comparison between the volatility prediction of traditional time series models (ARIMA, EGARCH and PARCH), against two new proposed models based on fuzzy theory (FTS- Fuzzy ARIMA Tseng’s and FTS-Fuzzy ARIMA Tanaka’s). To make this comparison, we estimated the Mexican peso - US do...
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| Yayımlandı: | Contaduría y Administración |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Universidad Nacional Autónoma de México
2021
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| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=39571722008 https://www.redalyc.org/journal/395/39571722008/ https://www.redalyc.org/journal/395/39571722008/html/ https://www.redalyc.org/journal/395/39571722008/39571722008.epub https://www.redalyc.org/journal/395/39571722008/movil |
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