From GARCH to Neural Network for Volatility Forecast.
Pengfei ZhaoHaoren ZhuWilfred Siu Hung NgDik Lun LeePublished in: CoRR (2024)
Keyphrases
- garch model
- neural network
- exchange rate
- stock market
- stock price
- short term
- back propagation
- artificial neural networks
- short term load forecasting
- multivariate time series
- load forecasting
- neural network is trained
- chaotic time series
- pattern recognition
- neural network model
- self organizing maps
- long term
- recurrent neural networks
- bp neural network
- sar images
- chinese stock market
- fuzzy logic
- training algorithm
- stock index futures
- mackey glass
- early warning
- financial time series
- multi layer
- artificial neural network models
- wavelet neural network
- financial data
- feed forward neural networks
- network architecture
- historical data
- neural nets
- feed forward
- fault diagnosis
- support vector machine
- knn
- learning algorithm