nidhisridhar/FuzzyGARCH
-A model for a fuzzy GARCH(generalized autoregression conditional heteroscedasticity) to determine stock prices was developed in R -The membership weights for the fuzzy system and the parameters for the GARCH were extracted using a Genetic Algorithm -Stock market data from the Taiwan weighted index (Taiwan) and the NASDAQ composite index (NASDAQ) was used for simulation - The model performed better on the nonlinear, time-varying data of stock market prices, which often exhibit properties of clustering
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