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Forecasting Volatility of Stock Index: Deep Learning Model with Likelihood-Based Loss Function.

Fang JiaBoli Yang
Published in: Complex. (2021)
Keyphrases
  • loss function
  • garch model
  • deep learning
  • active learning
  • machine learning
  • feature space
  • long term
  • probabilistic model
  • text mining
  • stock market
  • maximum entropy
  • mental models
  • financial time series
  • stock index futures