Predict GARCH Based Volatility of Shanghai Composite Index by Recurrent Relevant Vector Machines and Recurrent Least Square Support Vector Machines
Ou, Phichhang; Wang, Hengshan
- 期刊名称Journal of Mathematics Research
- 作者Ou, Phichhang; Wang, Hengshan
- 卷第2卷
- 期第2期
- 印刷ISSN1916-9795
- 电子ISSN1916-9809
- 文件大小1370.14KB
- 发表时间2010-04-20
- DOI10.5539/jmr.v2n2p11