Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters Article

Hui, Xianfei, Sun, Baiqing, Jiang, Hui et al. (2023). Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters . 41(5), 938-957. 10.1080/07362994.2022.2094960

Open Access International Collaboration

cited authors

  • Hui, Xianfei; Sun, Baiqing; Jiang, Hui; SenGupta, Indranil

publication date

  • September 3, 2023

keywords

  • Barndorff-Nielsen and Shephard model
  • Levy process
  • Mathematics
  • Mathematics, Applied
  • Physical Sciences
  • Science & Technology
  • Statistics & Probability
  • fuzzy sets
  • machine learning
  • stock index

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS INC

start page

  • 938

end page

  • 957

volume

  • 41

issue

  • 5