Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613)
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scientific article; zbMATH DE number 5586999
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Variance Models in Discrete Time with Feedforward Neural Networks |
scientific article; zbMATH DE number 5586999 |
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Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (English)
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27 July 2009
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GARCH
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stochastic volatility
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double learning
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feedforward neural network
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0.8591376543045044
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0.7767189145088196
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0.7641721963882446
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0.7498071789741516
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