GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets

Z Xu, J Liechty, S Benthall, N Skar-Gislinge… - arXiv preprint arXiv …, 2024 - arxiv.org
Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence
used extensively for pricing and discriminating between different financial investments. As a …
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[PDF][PDF] GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets

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