Copertina

A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction

Fuente: Wiley Open Access

Salvato in:

Dettagli Bibliografici
Autori principali:	Leandro Maciel, Gustavo Yamachi, Vinicius Nazato, Fernando Gomide
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2025
Soggetti:	Journal of Forecasting
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach
di: Betty X.Y. Chu, et al.
Pubblicazione: (2026)

A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition
di: Linh Nguyen Thi My, et al.
Pubblicazione: (2025)

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
di: Adam Clements, et al.
Pubblicazione: (2026)

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS
di: Xu Xiangxin, et al.
Pubblicazione: (2025)

Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
di: Xuzheng Ren, et al.
Pubblicazione: (2026)

Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors
di: Maria Ghani, et al.
Pubblicazione: (2025)

Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model
di: Tengteng Xu, et al.
Pubblicazione: (2024)

Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network
di: Kang Wang, et al.
Pubblicazione: (2024)

Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
di: Wei Liu, et al.
Pubblicazione: (2026)

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
di: Stavros Degiannakis, et al.
Pubblicazione: (2025)

Novel Aligned Correlation Method to Estimate Lead–Lag Relationship Between Time Series
di: Kartikay Gupta, et al.
Pubblicazione: (2025)

Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets
di: Wei Zhou, et al.
Pubblicazione: (2025)

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
di: Likun Lei, et al.
Pubblicazione: (2024)

A Multiscale Transformer Model for Long Time Series Forecasting Based on Discrete Wavelet Transform and Residual Learning Modules
di: Menghan Li, et al.
Pubblicazione: (2025)

Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators
di: Denis Haoheng Wu, et al.
Pubblicazione: (2025)

Estimation of Constrained Factor Models for High‐Dimensional Time Series
di: Yitian Liu, et al.
Pubblicazione: (2025)

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
di: Afees A. S alisu, et al.
Pubblicazione: (2025)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
di: Björn Schulte‐Tillmann, et al.
Pubblicazione: (2026)

Crossproduct Effect and Volatility Forecasting
di: Jiafu Xu, et al.
Pubblicazione: (2024)

Coherent Forecasting of Realized Volatility
di: Marius Puke, et al.
Pubblicazione: (2026)

Nonstationary Functional Time Series Forecasting
di: Han Lin Shang, et al.
Pubblicazione: (2024)

Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula
di: Ting He
Pubblicazione: (2025)

A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem
di: Linh Nguyen Thi My, et al.
Pubblicazione: (2025)

Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series
di: Pradeep Singh, et al.
Pubblicazione: (2025)

A Universal Multivariate Long‐Term Time‐Series Robust Forecasting Model With Distinguishable Variable Identifier
di: Xin‐ji Chen, et al.
Pubblicazione: (2026)

HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
di: Ran Wu, et al.
Pubblicazione: (2025)

Neural Network Particle Filter for Time Series Data
di: Dewi E. W. Peerlings, et al.
Pubblicazione: (2026)

Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation
di: Young Eun Jeon, et al.
Pubblicazione: (2026)

A Comparative Forecasting Framework for Turkey–Germany Trade: Evidence From Time Series and Artificial Neural Networks Models
di: Seyma Nur Unal, et al.
Pubblicazione: (2025)

Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
di: Juan D. Díaz, et al.
Pubblicazione: (2024)

Term Spread Volatility as a Leading Indicator of Economic Activity
di: Anastasios Megaritis, et al.
Pubblicazione: (2026)

Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints
di: Xiaohang Wang, et al.
Pubblicazione: (2025)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
di: Talha Omer, et al.
Pubblicazione: (2026)

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
di: Abdel Razzaq Al Rababaa, et al.
Pubblicazione: (2024)

Overnight Trading Matters!—Volatility Forecast in the Crude Oil Futures Market
di: Jing Hao, et al.
Pubblicazione: (2026)

Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting
di: Domenic Franjic, et al.
Pubblicazione: (2024)

Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
di: Hongjun Zeng, et al.
Pubblicazione: (2025)

Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes
di: Li Zhang, et al.
Pubblicazione: (2025)

European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
di: Ran Wu, et al.
Pubblicazione: (2025)

Stock Return Prediction Based on a Functional Capital Asset Pricing Model
di: Ufuk Beyaztas, et al.
Pubblicazione: (2025)