Multimodal deep learning for short-term stock volatility prediction
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- Longbing Cao, 2021. "AI in Finance: Challenges, Techniques and Opportunities," Papers 2107.09051, arXiv.org.
- Hu, Yan & Ni, Jian & Wen, Liu, 2020. "A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
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This paper has been announced in the following NEP Reports:- NEP-BIG-2019-01-14 (Big Data)
- NEP-ENE-2019-01-14 (Energy Economics)
- NEP-FMK-2019-01-14 (Financial Markets)
- NEP-FOR-2019-01-14 (Forecasting)
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