Yang, Chih-Chung; Leu, Yungho; Lee, Chien-Pang - In: Journal for Economic Forecasting (2014) 2, pp. 115-129
series neural network with bootstrap model, is composed of a dynamic n-order 2-factor fuzzy time series model, a radial basis … function neural network model and a bootstrap method. In the proposed model, the dynamic n-order 2-factor fuzzy time series … hybrid model to forecast the option price. The proposed model, termed as the dynamic weighted distance-based fuzzy time …