Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network

Title
Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network
Authors
Keywords
Machine learning, Stacking algorithms, Risk assessment, Volatility forecasting, Hybrid models
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-03-28
DOI
10.1016/j.eswa.2019.03.046

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