
GA  ANFIS  GARCH 

(1) Population size—3000, generated at random from the uniform probability distribution.  (1) Input—Lags of cseall and cse30 
cseall and cse30: Fitted GARCH (2,1) and GARCH (1,1) Selection Process: BIC. 
(2) Fitness function—RMSE of model (2.2.12.2.2); Fitness scaling—Linear ranking process.  (2) 2 mfs (type Gaussian) for each of input variables. Thus, 8 ifthen fuzzy rules were learned.  
(3) SelectionRoulette wheel.   
(4) Crossoverfraction: 0.95; Intermediate method.   
(5) Mutationfraction: 0.05; Uniform method.   
(6) Reinsertion: The fitnessbased reinsertion method.   
(7) Termination Criteria—Maximum number of generations, assumed 200.   
