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  • Search: subject:"Stock index volatility"
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Stock index volatility 1 cluster analysis (CA) 1 multiple criteria decision making (MCDM) 1 rough set theory (RST) 1
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Ho, Wen-Rong Jerry 1
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Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1
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Applied Rough Set Logics for Multi-Criteria Decision Analysis in Stock Index Volatility Projection
Ho, Wen-Rong Jerry - In: Review of Pacific Basin Financial Markets and Policies … 14 (2011) 04, pp. 715-735
to employ in forecasting the stock index volatility appropriately. …The main purpose of this paper is to advocate a rule-based forecasting technique for anticipating stock index … volatility. This paper intends to set up a stock index indicators projection prototype by using a multiple criteria decision …
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