Evaluating Forecast Distributions in Neural Network HAR-Type Models for Range-Based Volatility.

Michele La Rocca Cira Perna

Published in: EANN (2024)

Keyphrases

probabilistic model
neural network
predictive model
fuzzy logic
wide range
expectation maximization
neural network model
genetic algorithm
long term
probability distribution
model selection
statistical models
stock market
fuzzy neural network