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GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Xu, Zeda, Liechty, John, Benthall, Sebastian, Skar-Gislinge, Nicholas, McComb, Christopher
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Machine Learning
Online Access:	Acceder al recurso
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