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Use of machine learning in climate econometrics

Jensen, Sebastian Mathias - 2021 - This version: November 8, 2021

Persistent link: https://www.econbiz.de/10013041217

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Nonlinear econometric models with machine learning

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Machine Learning, Neural Networks and Econometric Models for Prediction the Realized Volatility of Bitcoin and E-Mini S&P500

Manevich, Vyacheslav; Ignatov, Dmitry - 2023

The article compares ARMA, boosting, neural network models, GARCH and HAR models, and proposes a new efficient method for forecasting one day ahead of the realized volatility of financial series. The GARCH and HAR models are taken as comparable models, which showed the best results in Manevich...

Persistent link: https://www.econbiz.de/10014258073