A neural network enhanced volatility component model (Q4991057)
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scientific article; zbMATH DE number 7353666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A neural network enhanced volatility component model |
scientific article; zbMATH DE number 7353666 |
Statements
A neural network enhanced volatility component model (English)
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2 June 2021
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wavelet analysis
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ARMA process
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volatility prediction
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exchange rates
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