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Forecasting the elasticity of variance with LSTM recurrent neural networks - MaRDI portal

Forecasting the elasticity of variance with LSTM recurrent neural networks (Q6101974)

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scientific article; zbMATH DE number 7699188
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Forecasting the elasticity of variance with LSTM recurrent neural networks
scientific article; zbMATH DE number 7699188

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    Forecasting the elasticity of variance with LSTM recurrent neural networks (English)
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    20 June 2023
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    forecasting
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    elasticity of variance
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    LSTM
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    Hurst exponent
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    volatility
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