Liquidity is extremely important not only within the context of financial markets but also in every scale of economic transactions. In this study, within the realm of financial markets, we configure liquidity as an independent stochastic process moderating the fluidity of all transactions and...

This study aims first at improving volatility prediction using a machine learning model called support vector regression GARCH (SVR- GARCH) using selected 30 stocks listed on the S&P 500. The authors compare the prediction results of the SVR-GARCH model with the GARCH family models and find that...