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This paper presents the application of a rough-set based neuro-fuzzy system (RNFS) in volatility forecasting by synergizing the information extraction of popular generalized auto-regressive conditional heteroscedasticity (GARCH) models with the human like interpretable RNFS. Additional intraday volatility indicators such as realized power variation (RPV) are proposed to further boost volatility forecasts...
Model selection relies on the attributes of models heavily. And the attributes of models may be certain or uncertain, so how to process these two kinds of attributes, and how to compare the similarity between the object problem and models in term of the attributes are the key issues in model selection. To solve the problem, a new method based on fuzzy recognition is introduced in this article. Firstly,...
In order to overcome the subjective limitation in traditional fuzzy comprehensive evaluation model, a new model based on entropy weight is proposed for evaluating software dependability, and using the entropy weight coefficient method modifies the weight in it. The model reduces the subjective influence, and enhances the evaluation results objectivity. It provides an effective method for software...
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