Volatility forecasting using deep recurrent neural networks as GARCH models (Q6954889)
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scientific article; zbMATH DE number 8067987
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| English | Volatility forecasting using deep recurrent neural networks as GARCH models |
scientific article; zbMATH DE number 8067987 |
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Volatility forecasting using deep recurrent neural networks as GARCH models (English)
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23 July 2025
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stochastic volatility
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stock options return
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LSTM
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BiLSTM
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GRU
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deep learning
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