"Benchmarking Deep Sequential Models on Volatility Predictions for ..."

Qiang Zhang et al. (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-12-30

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1811-03711
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  - https://dblp.org/rec/journals/corr/abs-1811-03711
Qiang Zhang, Rui Luo, Yaodong Yang, Yuanyuan Liu:
Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series. CoRR abs/1811.03711 (2018)

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