Volatility forecasting and assessing risk of financial markets using multi-transformer neural network based architecture.
Aswini Kumar MishraJayashree RenganathanAaryaman GuptaPublished in: Eng. Appl. Artif. Intell. (2024)
Keyphrases
- financial markets
- early warning
- risk management
- stock index
- exchange rate
- stock price
- stock market
- technical indicators
- financial risk
- investment strategies
- financial time series
- market data
- stock index futures
- portfolio selection
- portfolio optimization
- portfolio theory
- garch model
- financial crisis
- neural network
- short term
- stock returns
- decision support system
- trading rules
- trading strategies
- investment decisions
- fault diagnosis
- management system
- foreign exchange
- portfolio management
- trading systems
- option pricing
- support vector regression
- decision making