Forecasting the dynamic correlation of stock indices based on deep learning method
Year of publication: |
2023
|
---|---|
Authors: | Ni, Jian ; Xu, Yue |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 1, p. 35-55
|
Subject: | Autoencoder | Correlation forecasting | DCC-GARCH | Deep learning | Stock market | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Aktienmarkt | Aktienindex | Stock index | Lernprozess | Learning process | Börsenkurs | Share price |
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