Session | Financial Time Series Analysis |
Chair | Shu-Heng Chen |
Co-Chair | Uzay Kaymak |
Cluster Analysis of High-Dimensional High-Frequency Financial Time Series | |
Simplified Evolving Rule-Based Fuzzy Modeling of Realized Volatility Forecasting with Jumps | |
Empirical Analysis of Model Selection Criteria for Genetic Programming in Modeling of Time Series System | |
Optimum Quantizing of Monotonic Nondecreasing Arrays |