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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| Pubblicato in: | Contaduría y Administración |
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| Autori principali: | , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad Nacional Autónoma de México
2021
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| Soggetti: | |
| Accesso online: | 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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