Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008
literature of neural networks.
Empirical Framework
In this study the forecasts are obtained by applying the Monte Carlo …-period-ahead volatility
error magnitude and direction; although, in the case of forecasting long-term volatility direction,
neural networks … Analysis, Princeton University Press.
Haykin, S. (1999), Neural Networks: a comprehensive foundations, 2nd edition, Prentice …