Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data.
Wenting LiuZhaozhong GuiGuilin JiangLihua TangLichun ZhouWan LengXulong ZhangYujiang LiuPublished in: APWeb-WAIM (2) (2023)
Keyphrases
- data sets
- simulation data
- experimental data
- predictive model
- probability distribution
- input data
- prediction model
- high level
- measured data
- data analysis
- statistical methods
- knowledge discovery
- data collection
- learning models
- computational model
- database
- mathematical model
- data points
- test data
- stock market
- probabilistic model
- raw data
- prior knowledge
- data structure
- data processing
- network structure
- data sources
- artificial neural networks
- objective function
- stock data