A support vector machine based MSM model for financial short-term volatility forecasting

Financial time series forecasting using independent component analysis and support vector regression

(2009) Chi-Jie Lu et al.   DECISION SUPPORT SYSTEMS

GARCH prediction using spline wavelet support vector machine

(2009) Ling-Bing Tang et al.   NEURAL COMPUTING & APPLICATIONS

Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange

(2008) Melike Bildirici et al.   EXPERT SYSTEMS WITH APPLICATIONS

The Markov-Switching Multifractal Model of Asset Returns

(2008) Thomas Lux   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs)

(2008) Mehdi Khashei et al.   NEUROCOMPUTING

Multifractal analysis of Chinese stock volatilities based on the partition function approach

(2008) Zhi-Qiang Jiang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS