Stock Index Return Volatility Forecast via Excitatory and Inhibitory Neuronal Synapse Unit with Modified MF-ADCCA
Financial prediction persists a strenuous task in Fintech research. This paper introduces a multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA)-based deep learning forecasting model to predict a succeeding day log return via excitatory and inhibitory neuronal synapse unit (EINS)...
Na minha lista:
| Principais autores: | , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2023-03-01
|
| Serier: | Fractal and Fractional |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2504-3110/7/4/292 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|
