"GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets."

Zeda Xu et al. (2024)

> Home

Details and statistics

DOI: 10.1145/3677052.3698600

access: closed

type: Conference or Workshop Paper

metadata version: 2024-11-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/icaif/XuLBSM24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/icaif/XuLBSM24
Zeda Xu, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge, Christopher McComb:
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets. ICAIF 2024: 600-607

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.