Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System

Table 1

Procedure of JADE with archive and its description [38].

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Procedure of JADE with archive

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Start

Initialize:

; ; ; and create a random initial population

For; generation loop

; ;

For; population size loop

Generate:

randni , randci .

Randomly choose:

as one of the 100 best vectors, from current population ,

And from .

Compute

Generate:

randint

For dimension loop

If or rand then else . End if

End for dimension loop

If then else ; ; , .

End if

End for population size loop

Randomly remove solutions from so that the cardinal of is less or equal to

End for generation loop

End

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is a positive constant between 0 and 1, is the usual arithmetic mean, and is the Lehmer mean given by