A Hybrid Prediction Model Integrating GARCH Models With a Distribution Manipulation Strategy Based on LSTM Networks for Stock Market Volatility
Accurate prediction of volatility is one of the most important tasks in financial decision making. Recently, the hybrid models integrating artificial neural networks with GARCH-type models have been developed, and performance gains from the models have been found to be outstanding. However, there ha...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2022-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9745535/ |