New Approach to Financial Time Series Forecasting - Quantum Minimization Regularizing BWGC and NGARCH Composite Model

Bao Rong Chang, Hsiu Fen Tsai. New Approach to Financial Time Series Forecasting - Quantum Minimization Regularizing BWGC and NGARCH Composite Model. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

@inproceedings{ChangT06,
  title = {New Approach to Financial Time Series Forecasting - Quantum Minimization Regularizing BWGC and NGARCH Composite Model},
  author = {Bao Rong Chang and Hsiu Fen Tsai},
  year = {2006},
  doi = {10.2991/jcis.2006.125},
  url = {http://dx.doi.org/10.2991/jcis.2006.125},
  tags = {systematic-approach},
  researchr = {https://researchr.org/publication/ChangT06},
  cites = {0},
  citedby = {0},
  booktitle = {Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006},
  publisher = {Atlantis Press},
  isbn = {90-78677-01-5},
}