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An artificial neural network representation of the SABR stochastic volatility model

McGhee, William A. - In: The journal of computational finance 25 (2021) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10012938882

A hybrid neural network GARCH approach to forecasting Zimbabwean inflation volatility

Chitambo, Nigel E. N.; Lee, Darren; Mataramvura, Sure - In: African finance journal 23 (2021) 1, pp. 56-73

Persistent link: https://www.econbiz.de/10012654658

GJR-GARCH volatility modeling under NIG and ANN for predicting top cryptocurrencies

Mostafa, Fahad; Saha, Pritam; Islam, Mohammad Rafiqul; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-22

Cryptocurrencies are currently traded worldwide, with hundreds of different currencies in existence and even more on the way. This study implements some statistical and machine learning approaches for cryptocurrency investments. First, we implement GJR-GARCH over the GARCH model to estimate the...

Persistent link: https://www.econbiz.de/10012628344

Forecasting stock market using discrete wavelet transforms and artificial neural networks model

Tripathy, Nalini Prava; Jaipuria, Sanjita - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1263-1277

Persistent link: https://www.econbiz.de/10012599697

Does artificial neural network forecast better for excessively volatile currency pairs?

Inani, Sarveshwar Kumar; Tripathi, Manas; Kumar, Saurabh - In: The journal of prediction markets 10 (2016) 2, pp. 47-61

Persistent link: https://www.econbiz.de/10011904939

Volatility analysis of Bitcoin price time series

Pichl, Lukáš; Kaizoji, Taisei - In: Quantitative finance and economics 1 (2017) 4, pp. 474-485

Persistent link: https://www.econbiz.de/10012137891

Forecasting stock market realized volatility using random forest and artificial neural network in South Africa

Diane, Lamine; Brijlal, Pradeep - In: International journal of economics and financial issues … 14 (2024) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10014581568

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

High frequency volatility forecasting : a new approach using a hybrid ANN-MC-GARCH model

Jumoorty, Aneessa Firdaus; Thoplan, Ruben; Narsoo, Jason - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4156-4175

Persistent link: https://www.econbiz.de/10014429300

Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze

Baun, Susanne - 1997

Persistent link: https://www.econbiz.de/10000956636

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