TimesNet for Realized Volatility Prediction
The study shows that the TimesNet model is effective in predicting stock volatility, particularly during extreme market movements, making it a strong neural network benchmark in volatility research.
Featured in No. 29 on 13 Dec 2023 · 3 days after release · 3 citations today
- Released
- 10 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Citations (Semantic Scholar)
- 3
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4660025
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).