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Generalized Autoregressive Score Trees and Forests

Generalized Autoregressive Score Trees and Forests

30 May 2023
Andrew J. Patton
Yasin Şimşek
ArXivPDFHTML

Papers citing "Generalized Autoregressive Score Trees and Forests"

1 / 1 papers shown
Title
HARNet: A Convolutional Neural Network for Realized Volatility
  Forecasting
HARNet: A Convolutional Neural Network for Realized Volatility Forecasting
Rafael Reisenhofer
Xandro Bayer
N. Hautsch
35
8
0
16 May 2022
1