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SSRNDerivatives & Volatility

Volatility Modeling with Neural Networks

A new neural network model is introduced for macroeconomic forecasting, designed to prevent overfitting and improve accuracy.

Featured in No. 26 on 15 Nov 2023 · 6 days after release

Released
9 Nov 2023
First featured
No. 26 · 15 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4627773

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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