Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility

Title
Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility
Authors
Keywords
Volatility prediction, Echo state network, Heterogeneous autoregressive model, Particle swarm optimization
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 184, Issue -, Pages 115490
Publisher
Elsevier BV
Online
2021-06-29
DOI
10.1016/j.eswa.2021.115490

Ask authors/readers for more resources

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search