Introducing NBEATSx to realized volatility forecasting.
Hugo Gobato SoutoAmir MoradiPublished in: Expert Syst. Appl. (2024)
Keyphrases
- exchange rate
- garch model
- financial time series
- grey model
- stock price
- foreign exchange
- stock market
- technical indicators
- turning points
- weather forecasting
- search engine
- artificial intelligence
- financial crisis
- forecasting model
- medium term
- early warning
- elman neural network
- financial data
- database
- financial markets
- short term
- artificial neural networks
- information systems
- information retrieval
- neural network