Hierarchical forecasting based on AR-GARCH model in a coherent structure

Keyphrases

• Between-person 33%
• Bottom-up Forecasting 33%
• Coherent Relationship 33%
• Coherent Structures 100%
• Component-based 33%
• Correlation Degree 33%
• Data Noise 33%
• Dow Jones Industrial Average 33%
• Forecasting Techniques 100%
• GARCH (1,1) Model 33%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 100%
• Hierarchical Forecasting 100%
• Hierarchical Structure 33%
• Prediction Accuracy 33%
• Rate of Return 33%
• Stock Price Index 33%

Engineering

• Coherent Component 100%
• Coherent Structure 100%
• Individual Component 50%

Computer Science

• Coherent Structure 100%
• Forecasting Method 100%
• Individual Component 33%