Deep learning for volatility forecasting in asset management.
Alessio PetrozzielloLuigi TroianoAngela SerraIvan JordanovGiuseppe StortiRoberto TagliaferriMichele La RoccaPublished in: Soft Comput. (2022)
Keyphrases
- deep learning
- asset management
- exchange rate
- garch model
- financial time series
- stock market
- stock price
- unsupervised learning
- machine learning
- management system
- geographical information systems
- short term
- unsupervised feature learning
- deep architectures
- mental models
- weakly supervised
- support vector regression
- high dimensional
- pairwise
- training set
- pattern recognition
- multiscale
- training data
- feature extraction