Sentiment-aware volatility forecasting
Recent advances in the integration of deep recurrent neural networks and statistical inferences have paved new avenues for joint modeling of moments of random variables, which is highly useful for signal processing, time series analysis, and financial forecasting. However, introducing explicit knowl...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/152084 |