High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model

High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model

<p>High frequency volatility forecasting is essential for timely risk management and informed decision-making in dynamic financial markets. However, accurate forecasting is challenging due to the rapid nature of market movements and the complexity of underlying economic factors. This paper int...

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Bibliographic Details
Main Author: Aryan Bhambu (18767731) (author)
Other Authors: Koushik Bera (20884241) (author), Selvaraju Natarajan (20884244) (author), Ponnuthurai Nagaratnam Suganthan (11274636) (author)
Published: 2025
Subjects:
Commerce, management, tourism and services
Banking, finance and investment
Information and computing sciences
Machine learning
Volatility forecasting
Risk assessment
Generalized autoregressive conditional heteroscedasticity models
High frequency data
Neural network
Deep learning
Finance
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