Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models.

Pichayakone Rakpho Woraphon Yamaka Rungrapee Phadkantha

Published in: IUKM (2022)

Keyphrases

artificial neural networks
garch model
statistical models
probabilistic model
neural network model
neural network
hybrid model
hybrid models
artificial intelligence
evolutionary algorithm
long term
computational intelligence
model selection
stock market
financial markets