Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Yuping Song, Bolin Lei, Xiaolong Tang, Chen Li
| Year of publication: |
2024
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|---|---|
| Authors: | Song, Yuping ; Lei, Bolin ; Tang, Xiaolong ; Li, Chen |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 3, p. 544-566
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| Subject: | complex network | financial volatility forecasting | hybrid deep learning model | topological characteristic | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Lernprozess | Learning process | Netzwerk | Network | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532346