---
title: Augmented HAR
url: https://www.ml-quant.com/papers/ssrn/4516177/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4516177
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516177
featured: 2023-07-26
citations: 6
topic: Econometrics & Forecasting
---


# Augmented HAR

The Augmented HAR algorithm, combined with artificial neural networks, enhances forecast accuracy for stocks with less than seven years of data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516177
- Identifier: SSRN 4516177
- Released: 2023-06-20
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): 6
- Published in: not yet
- Topic: Econometrics & Forecasting

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