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Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet; McMillan, David G.; Kambouroudis, Dimos - In: Journal of economics and finance : JEF 47 (2023) 3, pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
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Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
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Forecasting and trading on the VIX futures market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo; Guizzardi, Andrea; Palladini, … - In: International journal of forecasting 35 (2019) 4, pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
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A new approach for Baltic Dry Index forecasting based on empricial mode decomposition and neural networks
Zeng, Qingcheng; Qu, Chenrui; Ng, Koi Yu Adolf; Zhao, … - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 2, pp. 192-210
Persistent link: https://www.econbiz.de/10011586589
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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
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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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SENSEX price fluctuation forecasting comparison between global indices and companies making it
Sharma, Aviral; Bhatnagar, Vishal; Bansal, Abhay - In: Journal of global information management : an official … 26 (2018) 3, pp. 90-104
Persistent link: https://www.econbiz.de/10011926114
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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
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Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028