A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance
Year of publication: |
2024
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Authors: | Souto, Hugo Gobato ; Moradi, Amir |
Published in: |
Decision analytics journal. - Amsterdam : Elsevier, ISSN 2772-6622, ZDB-ID 3106160-6. - Vol. 10.2024, Art.-No. 100369, p. 1-11
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Subject: | Exogenous variables | Neural basis expansion analysis | Neural networks | Realized volatility forecasting | Temporal fusion transformer | Topological data analysis | Neuronale Netze | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
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