ability of vanilla and extended long short-term memory networks (LSTMs) to predict the intraday volatility of a collection of … also show that the single model with the smallest validation loss systemically outperforms rough volatility predictions for … the average intraday volatility of equity indices by about 20% when trained and tested on a dataset with multiple time …

Bitcoin's price volatility. In this study, we propose hybrid analytical techniques that combine the strengths of the non … volatility. Our findings, both in-sample and out-of-sample, show that such hybrid models can generate accurate forecasts of … Bitcoin's price volatility. …