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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Bibliographic Details
Main Author: Aryan Bhambu (18767731) (author)
Other Authors: Ponnuthurai Nagaratnam Suganthan (11274636) (author), Selvaraju Natarajan (20884244) (author)
Published: 2025
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