A hybrid GARCH and deep learning method for volatility prediction
type: Item
instance of: scholarly article
title: A hybrid GARCH and deep learning method for volatility prediction
zbMATH Open document ID: 1541.62277
DOI: 10.1155/2024/6305525
author: Hailabe T. Araya
author: Jane A. Aduda
author: Tesfahun Berhane
published in: Journal of Applied Mathematics
publication date: 2024-07-24T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7886149
zbMATH Keywords: deep learning
zbMATH Keywords: GARCH-family models
zbMATH Keywords: hybrid model
zbMATH Keywords: volatility
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7886149