TSMixer and Realized Volatility Prediction
Stock Volatility Forecasting with Neural Networks: The TSMixer neural network model has proven to be more effective than traditional models in predicting stock market volatility, indicating a possible shift towards simpler models in the future.
Featured in No. 36 on 7 Feb 2024 · 13 days after release · 6 citations today
- Released
- 25 Jan 2024
- First featured
- No. 36 · 7 Feb 2024
- Citations (Semantic Scholar)
- 6
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4713756
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).