Liu, Ting; Choo, Weichong; Xinping, Han; Li, Le - In: Journal of applied economics 28 (2025) 1, pp. 1-20
Machine learning and deep learning are increasingly applied in finance, yet few studies explore how they can enhance traditional econometric models. This study proposes an innovative KAN-GM model, integrating the Kolmogorov-Arnold network (KAN) with the GARCH-MIDAS model to extract nonlinear...
