Exploring the predictability of range-based volatility estimators using recurrent neural networks.
Gábor PetneháziJózsef GállPublished in: Intell. Syst. Account. Finance Manag. (2019)
Keyphrases
- recurrent neural networks
- neural network
- feed forward
- reservoir computing
- echo state networks
- complex valued
- recurrent networks
- wide range
- neural model
- hebbian learning
- nonlinear dynamic systems
- feedforward neural networks
- financial crisis
- long short term memory
- stock price
- cascade correlation
- artificial neural networks
- financial markets
- real time
- stock market
- long term
- stock index futures