Stock market volatility simulation with the LSTM neural network
Автор: Patlasov D.A., Garafutdinov R.V.
Журнал: Вестник Пермского университета. Серия: Экономика @economics-psu
Рубрика: Математические, статистические и инструментальные методы в экономике
Статья в выпуске: 1 т.19, 2024 года.
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Introduction. Stock market volatility simulation and forecast are relevant issues which could contribute into lower risks and higher revenues of the market transactions. These days, Al-based methods, including deep neural networks, are quite promising for volatility simulation.
Stock market, volatility simulation, neural networks, lstm, arfima
Короткий адрес: https://sciup.org/147246906
IDR: 147246906 | DOI: 10.17072/1994-9960-2024-1-41-51