A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Year of publication: |
2024
|
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Authors: | Kristjanpoller Rodríguez, Werner |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 10.2024, Art.-No. 45, p. 1-32
|
Subject: | Deep learning | Heterogeneous autoregressive model | Long short-term memory model | Realized volatility | Volatility forecasting framework | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Modellierung | Scientific modelling |
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