Optimizing stock market volatility predictions based on the SMVF-ANP approach
Zhigui Guan, Yuanjun Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Guan, Zhigui ; Zhao, Yuanjun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 95.2024, Art.-No. 103502, p. 1-15
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| Subject: | Forecasting stock exchange | Neural network models | Multilayer perceptron | Dynamic artificial neural network | Financial systems | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Theorie | Theory | Volatilität | Volatility | Börsenhandel | Stock exchange trading | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103502 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015145227