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Roszyk, Natalia

  1. The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
    2024/07/23 by Roszyk, Natalia, Ślepaczuk, Robert · 2 citations
    #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)