Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents
The prediction of the stock price index is a challenge even with advanced deep-learning technology. As a result, the analysis of volatility, which has been widely studied in traditional finance, has attracted attention among researchers. This paper presents a new forecasting model that combines asym...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-07-01
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| Colecção: | Fractal and Fractional |
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| Acesso em linha: | https://www.mdpi.com/2504-3110/6/7/394 |
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