Signal propagation of fuzzy granule networks deriving from financial time series

DOI10.1016/j.cnsns.2021.105982zbMath1478.91183OpenAlexW3193946642MaRDI QIDQ2246972

Chao Luo, Ting-Ting Li

Publication date: 16 November 2021

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2021.105982

zbMATH Keywords

financial marketsvolatilityinformation granulesgranule networks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and fuzziness (62M86) Financial networks (including contagion, systemic risk, regulation) (91G45) Mathematical economics and fuzziness (91B86)

Cites Work

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