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Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods.
Aerambamoorthy Thavaneswaran
You Liang
Sanjiv Das
Ruppa K. Thulasiram
Janakumar Bhanushali
Published in:
CIFEr (2022)
Keyphrases
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financial markets
short term
stock price
stock market
bayesian networks
historical data
stock index futures
uncertain data
long term
generative model
context sensitive
information theoretic
intelligent systems
computational intelligence
probabilistic model
website
machine learning