From GARCH to Neural Network for Volatility Forecast

29 January 2024

Papers citing "From GARCH to Neural Network for Volatility Forecast"

2 / 2 papers shown

Title
Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility Eduardo Ramos-Pérez P. Alonso-González J. J. Núñez-Velázquez 39 47 0 26 Sep 2021
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Haoyi Zhou Shanghang Zhang J. Peng Shuai Zhang Jianxin Li Hui Xiong Wan Zhang AI4TS 171 3,913 0 14 Dec 2020