Kwan-Hua Sim, Kwan Yong Sim, Patrick Then Hang-Hui. Forecasting price volatility cluster of commodity futures index by using standard deviation with dynamic data sampling based on significant interval mined from historical data. In International Conference on Control, Decision and Information Technologies, CoDIT 2014, Metz, France, November 3-5, 2014. pages 758-763, IEEE, 2014. [doi]
Abstract is missing.