Fičura, Milan - In: European financial and accounting journal : EFAJ 12 (2017) 3, pp. 145-156
Echo State Neural Networks (ESN) were applied to forecast the realized variance time series of 19 major stock market … achieved slightly worse results than the AHAR model. Nevertheless, the results show that Echo State Neural Networks represent … time series achieved generally better results than models applied directly to the realized variance. Echo State Neural …
