Forecasting stock market realized volatility using random forest and artificial neural network in South Africa
Lamine Diane, Pradeep Brijlal
| Year of publication: |
2024
|
|---|---|
| Authors: | Diane, Lamine ; Brijlal, Pradeep |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 14.2024, 2, p. 5-14
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| Subject: | Forecasting | Realized Volatility | Random Forest | Artificial Neural Network | Volatilität | Volatility | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Südafrika | South Africa | Theorie | Theory | Prognose | Forecast | Kapitaleinkommen | Capital income | Forstwirtschaft | Forestry |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.15431 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581568