Forecasting Realized Volatility Based on Sentiment Index and GRU Model.

Wentao Gu Suhao Zheng Ru Wang Cui Dong

Published in: J. Adv. Comput. Intell. Intell. Informatics (2020)

Keyphrases

statistical model
forecasting model
high level
probabilistic model
predictive model
management system
computational model
autoregressive
experimental data
prediction model
mathematical model
garch model
formal model
data sets
probability distribution
data structure
neural network