Nonlinear volatility risk prediction algorithm of financial data based on improved deep learning

DOI10.1155/2022/3037040zbMath1490.91252OpenAlexW4225003311MaRDI QIDQ2152968

Wangsong Xie

Publication date: 1 July 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/3037040

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Stochastic models in economics (91B70) Financial applications of other theories (91G80)

Cites Work

• Unnamed Item
• Improvement of the fast clustering algorithm improved by \(K\)-means in the big data
• An Underwater Color Image Quality Evaluation Metric

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