Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2019-01-07 (Banking)
- NEP-BIG-2019-01-07 (Big Data)
- NEP-ECM-2019-01-07 (Econometrics)
- NEP-ETS-2019-01-07 (Econometric Time Series)
- NEP-RMG-2019-01-07 (Risk Management)
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