Heteroscedastic ensemble deep random vector functional link neural network with multiple output layers for High Frequency Volatility Forecasting and Risk Assessment
<p dir="ltr">Accurate volatility forecasting is crucial for the efficient management of <u>financial systems</u>. However, the dynamic nature and significant variability in financial <u>time series</u> data pose substantial challenges to achieving these foreca...
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| Main Author: | Aryan Bhambu (18767731) (author) |
|---|---|
| Other Authors: | Ponnuthurai Nagaratnam Suganthan (11274636) (author), Selvaraju Natarajan (20884244) (author) |
| Published: |
2025
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