Hybrid ML models for volatility prediction in financial risk management
Satish Kumar, Amar Rao, Monika Dhochak
| Year of publication: |
2025
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| Authors: | Kumar, Satish ; Rao, Amar ; Dhochak, Monika |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103915, p. 1-18
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| Subject: | Financial market | Hybrid models | Machine learning | Q-learning algorithm | Risk management | Volatility prediction | Volatilität | Volatility | Risikomanagement | Finanzmarkt | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015331616