Recurrent neural network go-GARCH model for portfolio selection (Q6631643)
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scientific article; zbMATH DE number 7937752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrent neural network go-GARCH model for portfolio selection |
scientific article; zbMATH DE number 7937752 |
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Recurrent neural network go-GARCH model for portfolio selection (English)
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1 November 2024
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LSTM
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machine learning
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nonlinear time series
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multivariate volatility forecasting
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