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Different Approaches to Forecast Interval Time Series: A Comparison in Finance. (2011). Maté, Carlos.
In: Computational Economics.
RePEc:kap:compec:v:37:y:2011:i:2:p:169-191.

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  1. Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron. (2024). Tian, Lixin ; Wang, Minggang ; Xu, Hua ; Zhu, Mengrui.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000517.

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  2. A new perspective on air quality index time series forecasting: A ternary interval decomposition ensemble learning paradigm. (2023). Chen, Huayou ; Wang, Piao ; Gao, Ruobin.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523001890.

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  3. Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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  4. Analysis of dependent data aggregated into intervals. (2021). Billard, Lynne ; Samadi, Yaser S.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000956.

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  5. Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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  6. Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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  7. Modeling the Variance of Return Intervals Toward Volatility Prediction. (2020). Blackhurst, Isaac ; Loveland, Jennifer ; Lu, Zudi ; Lian, Guanghua ; Sun, Yan.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:41:y:2020:i:4:p:492-519.

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  8. Machine learning in demand planning: Cross-industry overview. (2019). Sardesai, Saskia ; Moroff, Nikolas Ulrich.
    In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL).
    RePEc:zbw:hiclch:209378.

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  9. Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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  10. Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model. (2017). Bao, Yukun ; Xiong, Tao ; Li, Chongguang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:11-23.

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  11. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. (2016). Winker, Peter ; Blancofernandez, Angela .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:35:y:2016:i:2:p:113-146.

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  12. Low and high prices can improve volatility forecasts during periods of turmoil. (2016). Fiszeder, Piotr ; Perczak, Grzegorz .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:398-410.

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  13. Modeling and forecasting interval time series with threshold models. (2015). Rodrigues, Paulo ; Salish, Nazarii.
    In: Advances in Data Analysis and Classification.
    RePEc:spr:advdac:v:9:y:2015:i:1:p:41-57.

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  14. Mid-term interval load forecasting using multi-output support vector regression with a memetic algorithm for feature selection. (2015). Hu, Zhongyi ; Xiong, Tao ; Chiong, Raymond ; Bao, Yukun.
    In: Energy.
    RePEc:eee:energy:v:84:y:2015:i:c:p:419-431.

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  15. Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting. (2014). Xiong, Tao ; Hu, Zhongyi ; Bao, Yukun.
    In: Papers.
    RePEc:arx:papers:1401.1916.

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  10. Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh.
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