Volatility Forecasting for High-Frequency Financial Data Based on Web Search Index and Deep Learning Model
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- Ouyang, Zisheng & Lu, Min & Lai, Yongzeng, 2023. "Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?," Energy Economics, Elsevier, vol. 128(C).
- Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi, 2024. "EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods," Papers 2408.13214, arXiv.org.
- Carlo Drago & Andrea Scozzari, 2023. "A Network-Based Analysis for Evaluating Conditional Covariance Estimates," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
- Haojun Pan & Yuxiang Tang & Guoqiang Wang, 2024. "A Stock Index Futures Price Prediction Approach Based on the MULTI-GARCH-LSTM Mixed Model," Mathematics, MDPI, vol. 12(11), pages 1-15, May.
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Keywords
High-frequency Financial Data; Deep Learning Model; Baidu Search Index; Realized Volatility; Investor Attention;All these keywords.
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