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From GARCH to Neural Network for Volatility Forecast

From GARCH to Neural Network for Volatility Forecast

Pengfei Zhao
Haoren Zhu
Wilfred Siu Hung Ng
Dik Lun Lee
ArXiv (abs)PDFHTML

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

6 / 6 papers shown
Title
Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility
Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility
Eduardo Ramos-Pérez
P. Alonso-González
J. J. Núñez-Velázquez
77
47
0
26 Sep 2021
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting
Haixu Wu
Jiehui Xu
Jianmin Wang
Mingsheng Long
AI4TS
113
2,320
0
24 Jun 2021
Do We Really Need Deep Learning Models for Time Series Forecasting?
Do We Really Need Deep Learning Models for Time Series Forecasting?
Shereen Elsayed
Daniela Thyssens
Ahmed Rashed
H. Jomaa
Lars Schmidt-Thieme
AI4TS
63
107
0
06 Jan 2021
A Survey on Explainable Artificial Intelligence (XAI): Towards Medical XAI
A Survey on Explainable Artificial Intelligence (XAI): Towards Medical XAI
Erico Tjoa
Cuntai Guan
XAI
122
1,452
0
17 Jul 2019
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
David Salinas
Valentin Flunkert
Jan Gasthaus
AI4TSUQCVBDL
96
2,134
0
13 Apr 2017
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
Guokun Lai
Wei-Cheng Chang
Yiming Yang
Hanxiao Liu
BDLAI4TS
115
2,025
0
21 Mar 2017

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