Reducing overestimating and underestimating volatility via the augmented blending-ARCH model

15 March 2022

Papers citing "Reducing overestimating and underestimating volatility via the augmented blending-ARCH model"

5 / 5 papers shown

Title
A Hybrid Approach on Conditional GAN for Portfolio Analysis Jun Lu D. Ding AI4TS 32 0 0 13 Jul 2022
A note on VIX for postprocessing quantitative strategies Junwen Lu Min-Sheng Wu 20 0 0 08 Jul 2022
Autoencoding Conditional GAN for Portfolio Allocation Diversification Junwen Lu Sanghyun Yi 9 7 0 17 Jun 2022
Gradient Descent, Stochastic Optimization, and Other Tales Jun Lu 14 8 0 02 May 2022
AdaSmooth: An Adaptive Learning Rate Method based on Effective Ratio Jun Lu ODL 6 4 0 02 Apr 2022