Forecasting stock volatility and value-at-risk based on temporal convolutional networks.
Chun-Xia ZhangJun LiXing-Fang HuangJiang-She ZhangHua-Chuan HuangPublished in: Expert Syst. Appl. (2022)
Keyphrases
- stock market
- stock price
- financial time series
- exchange rate
- garch model
- stock trading
- short term
- financial crisis
- early warning
- stock index
- chinese stock market
- spatio temporal
- portfolio optimization
- complex networks
- stock exchange
- technical indicators
- financial data
- stock data
- social networks
- stock market data
- temporal databases
- temporal constraints
- temporal reasoning
- temporal information
- long term
- historical data
- spatial and temporal
- grey model
- risk management
- investment decisions
- foreign exchange
- prediction model
- non stationary
- decision making
- neural network
- sparse coding
- temporal relations
- support vector regression
- stock index futures
- investment strategies
- video sequences
- computer networks
- network architecture
- deep learning
- autoregressive