Deep Learning and GARCH Models for Financial Volatility
A hybrid approach combining GARCH time series models with deep learning neural networks is proposed for forecasting financial volatility and risk, tested on S&P 500, gold, and Bitcoin prices.
Featured in No. 18 on 4 Oct 2023 · 2 days after release
- Released
- 2 Oct 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4589950
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