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Combining Deep Learning and GARCH Models for Financial Volatility and
  Risk Forecasting

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting

2 October 2023
Jakub Michañków
Lukasz Kwiatkowski
Janusz Morajda
ArXiv (abs)PDFHTML

Papers citing "Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting"

1 / 1 papers shown
Title
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch
  Learning
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Robert Taylor
28
0
0
27 Aug 2024
1