Jui-Chung Hung. Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization. Soft Comput., 19(10):2861-2869, 2015. [doi]
@article{Hung15-3,
title = {Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization},
author = {Jui-Chung Hung},
year = {2015},
doi = {10.1007/s00500-014-1447-x},
url = {http://dx.doi.org/10.1007/s00500-014-1447-x},
researchr = {https://researchr.org/publication/Hung15-3},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {19},
number = {10},
pages = {2861-2869},
}