Forecasting the volatility of Financial Time Series by Tree Ensembles
The use of new tools for economic data analysis in the last decade has led to significant improvements in forecasting. This is due to the relevance of the question, and the development of technologies that allow implementation of more complex models without resorting to the use of significant comput...
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| Format: | Article |
| Language: | Russian |
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Government of the Russian Federation, Financial University
2019-06-01
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| Series: | Мир новой экономики |
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| Online Access: | https://wne.fa.ru/jour/article/view/197 |