Using GARCH-GRNN Model to Forecast Financial Time Series

Weimin Li, Jianwei Liu, Jiajin Le. Using GARCH-GRNN Model to Forecast Financial Time Series. In Pinar Yolum, Tunga Güngör, Fikret S. Gürgen, Can C. Özturan, editors, Computer and Information Sciences - ISCIS 2005, 20th International Symposium, Istanbul, Turkey, October 26-28, 2005, Proceedings. Volume 3733 of Lecture Notes in Computer Science, pages 565-574, Springer, 2005. [doi]

Abstract

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