"A hybrid model integrating artificial neural network with multiple ..."

Francisco Pérez-Hernández, Alvaro Arévalo-de-Pablos, María-del-Mar Camacho-Miñano (2024)

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DOI: 10.1016/J.ESWA.2023.122896

access: open

type: Journal Article

metadata version: 2024-06-08

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Francisco Pérez-Hernández, Alvaro Arévalo-de-Pablos, María-del-Mar Camacho-Miñano:
A hybrid model integrating artificial neural network with multiple GARCH-type models and EWMA for performing the optimal volatility forecasting of market risk factors. Expert Syst. Appl. 243: 122896 (2024)

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