DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moreno-Pino, Fernando, Zohren, Stefan
Format:	Preprint
Published:	2022
Subjects:	Risk Management Machine Learning Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2210.04797