Application of Fuzzy Garch model for forecasting low-frequency financial data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F02%3A00002388" target="_blank" >RIV/61989100:27510/02:00002388 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Application of Fuzzy Garch model for forecasting low-frequency financial data
Original language description
The paper describes the approach to modelling volatility by combination of GARCH methodology and fuzzy regression approach for low-frequency financial data. The methodology is applied on exchange rates of the Czech economy, CZK/EUR. GARCH (1,1) model isdescribed and fuzzy regression with triangular fuzzy numbers is used. Illustrative example is presented.
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F02%2F1046" target="_blank" >GA402/02/1046: Application of the Fuzzy-Stochastic Approaches in Financial Decision-making</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Eunite 2002, European Symphosium on Intelligent Technologies, Hybrid Systems and their Implementation on Smart Adaptive Systems, Alfuberia
ISBN
3-89653-919-1
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
358-362
Publisher name
Verlag Mainz, Wissenschaftsverlag
Place of publication
Aachen
Event location
Alfuberia, Portugal
Event date
Sep 19, 2002
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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