Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting.
Jakub MichankówLukasz KwiatkowskiJanusz MorajdaPublished in: CoRR (2023)
Keyphrases
- garch model
- deep learning
- stock market
- portfolio optimization
- risk management
- financial data
- unsupervised learning
- stock price
- short term
- financial crisis
- machine learning
- financial time series
- decision making
- stock index futures
- financial markets
- sar images
- multivariate time series
- mental models
- weakly supervised
- investment decisions
- co occurrence
- long term