A hybrid ANFIS model based on AR and volatility for TAIEX forecasting

Jing-Rong Chang, Liang-Ying Wei, Ching-Hsue Cheng. A hybrid ANFIS model based on AR and volatility for TAIEX forecasting. Appl. Soft Comput., 11(1):1388-1395, 2011. [doi]

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