Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network

Pradeepkumar, Dadabada; Ravi, Vadlamani

doi:10.1016/j.asoc.2017.04.014

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Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network

Author(s): Dadabada Pradeepkumar , Vadlamani Ravi

Publication date Created: September 2017

Publication date (Print): September 2017

Journal: Applied Soft Computing

Publisher: Elsevier BV

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Title: Applied Soft Computing

Abbreviated Title: Applied Soft Computing

Publisher: Elsevier BV

ISSN (Print): 15684946

Publication date Created: September 2017

Publication date (Print): September 2017

Volume: 58

Pages: 35-52

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DOI: 10.1016/j.asoc.2017.04.014

SO-VID: f108e6db-1cfc-4e16-bcfd-6b7957b526fc

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https://www.elsevier.com/tdm/userlicense/1.0/

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Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network

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