Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33
market using GMDH and then compare its accuracy with that derived from the traditional prediction method. Design … GMDH model are controlled to investigate their impact on the accuracy of the machine learning approach. Corresponding … with GARCH, GMDH's accuracy is much higher, indicating that the machine learning approach can provide a highly accurate …