Alvaro Arévalo-de-Pablos

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Forecasting Accuracy

Top Venues

Expert Syst. Appl.

Publications

Francisco Pérez-Hernández, Alvaro Arévalo-de-Pablos, María-del-Mar Camacho-Miñano
A hybrid model integrating artificial neural network with multiple GARCH-type models and EWMA for performing the optimal volatility forecasting of market risk factors. Expert Syst. Appl. 243 (2024)