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"A hybrid model integrating artificial neural network with multiple ..."
Francisco Pérez-Hernández, Alvaro Arévalo-de-Pablos, María-del-Mar Camacho-Miñano (2024)
- Francisco Pérez-Hernández
, Alvaro Arévalo-de-Pablos, María-del-Mar Camacho-Miñano
:
A hybrid model integrating artificial neural network with multiple GARCH-type models and EWMA for performing the optimal volatility forecasting of market risk factors. Expert Syst. Appl. 243: 122896 (2024)
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