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Volatility modeling and forecasting play a key role in asset allocation, risk management, derivatives pricing and policy making. The purpose of this paper is to develop an evolving fuzzy-GARCH modeling approach for stock market asset returns forecasting. The method addresses GARCH volatility modeling within the framwork of evolving fuzzy systems. This hybrid methodology aims to account for time-varying...
Evolving participatory learning (ePL) modeling joins the concepts of participatory learning and evolving fuzzy systems. It uses data streams to continuously adapt the structure and functionality of fuzzy models. This paper suggests an enhanced version of the ePL approach, called ePL+, which includes both an utility measure to shrink rule bases, and a variable cluster radius mechanism to improve the...
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