Volatility homogenisation decomposition for forecasting

Kowalewski, Adam W., Jones, Owen ORCID: https://orcid.org/0000-0002-7300-5510 and Ramamohanarao, Kotagiri 2014. Volatility homogenisation decomposition for forecasting. Presented at: 2014 IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK, 27-28 March 2014. 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). Institute of Electrical and Electronics Engineers (IEEE), pp. 182-189. 10.1109/CIFEr.2014.6924071

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Item Type:	Conference or Workshop Item (Paper)
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Institute of Electrical and Electronics Engineers (IEEE)
ISBN:	9781479923809
ISSN:	2380-8454
Last Modified:	02 Nov 2022 10:16
URI:	https://orca.cardiff.ac.uk/id/eprint/98062

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