Corrected triple correction method, CNN and transfer learning for prediction the realized volatility of Bitcoin and E-mini S\&P500

DOI10.1134/s1995080224600705MaRDI QIDQ6586775

V. A. Manevich

Publication date: 13 August 2024

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

forecastingrealized volatilitycryptocurrenciesBitcoincorrected triple correction methodE-mini S\&P 500

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx) Inference from stochastic processes (62Mxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)

Cites Work

• A new conjugate gradient algorithm for training neural networks based on a modified secant equation
• Deep learning with long short-term memory networks for financial market predictions
• Generalized autoregressive conditional heteroscedasticity

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