A neural network enhanced volatility component model
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Publication:4991057
DOI10.1080/14697688.2019.1711148zbMath1466.91319OpenAlexW2998317434MaRDI QIDQ4991057
Xiaoquan Liu, Yi Cao, Jia Zhai
Publication date: 2 June 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://eprints.nottingham.ac.uk/60139/1/Xiaoquan-merged.pdf
Artificial neural networks and deep learning (68T07) Portfolio theory (91G10) Financial markets (91G15)
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