Forecasting the elasticity of variance with LSTM recurrent neural networks (Q6101974)
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scientific article; zbMATH DE number 7699188
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting the elasticity of variance with LSTM recurrent neural networks |
scientific article; zbMATH DE number 7699188 |
Statements
Forecasting the elasticity of variance with LSTM recurrent neural networks (English)
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20 June 2023
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forecasting
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elasticity of variance
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LSTM
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Hurst exponent
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volatility
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0.7352463006973267
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0.7329457402229309
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0.7201156616210938
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0.7181435227394104
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0.7073974609375
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