is based on using the best econometric and machine learning models to forecast realized volatility. In particular, the … best forecasting from heterogeneous autoregressive and long short-term memory models are used to determine the infuence of …

purpose. The accuracy of the deep learning approach is compared with machine learning methods based on shallow neural networks … learning approach is found to be accurate and robust, outperforming the other approaches in simulation tests. The main … advantage of the deep learning approach is that it is fully generic and can be applied to any SVJD model from which simulations …

) prices using deep learning (DL) with small and big data of symmetric volatility information. Design/methodology/approach This …