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

标题
Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility
作者
关键词
Volatility prediction, Echo state network, Heterogeneous autoregressive model, Particle swarm optimization
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 184, Issue -, Pages 115490
出版商
Elsevier BV
发表日期
2021-06-29
DOI
10.1016/j.eswa.2021.115490

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