Modelling Volatility with Mixture Density Networks.
Fahed MostafaTharam S. DillonPublished in: GrC (2008)
Keyphrases
- complex networks
- social networks
- mixture model
- network analysis
- heterogeneous networks
- stock price
- network structure
- computer networks
- stock market
- network design
- network topologies
- low density
- heavy tailed distributions
- turning points
- chinese stock market
- cellular networks
- neural network
- exchange rate
- network model
- gaussian distribution
- probability distribution
- long term
- learning algorithm