Corrected triple correction method, CNN and transfer learning for prediction the realized volatility of Bitcoin and E-mini S\&P500

DOI10.1134/S1995080224600705MaRDI QIDQ6586775zbMATH OpenFDO

Authors V. A. Manevich

Publication date 13 August 2024

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1995080224600705

zbMATH Keywords

Bitcoincorrected triple correction methodcryptocurrenciesE-mini S\&P 500forecastingrealized volatility

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Actuarial science and mathematical finance (91Gxx)

Cites work

• A new conjugate gradient algorithm for training neural networks based on a modified secant equation
• Deep learning with long short-term memory networks for financial market predictions
• Generalized autoregressive conditional heteroscedasticity

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