Stock market volatility simulation with the LSTM neural network
Introduction. Stock market volatility simulation and forecast are relevant issues which could contribute into lower risks and higher revenues of the market transactions. These days, AI-based methods, including deep neural networks, are quite promising for volatility simulation. Purpose. The paper v...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Perm State University
2024-04-01
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| Series: | Вестник Пермского университета: Серия Экономика |
| Online Access: | https://economics.psu.ru:443/index.php/econ/article/view/525 |