Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33
with GARCH, GMDH's accuracy is much higher, indicating that the machine learning approach can provide a highly accurate … train. Even with small training samples, GMDH can outperform GARCH in prediction accuracy. Research limitations …Purpose: The Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining …
