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20202022
most citedForecasting volatility with a stacked model based on a hybridized Artificial Neural Network

67 citations · 125 across the 3 of their papers we have counts for

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q-fin.CP2021★ 57 cited

Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility

Eduardo Ramos-Pérez, Pablo J. Alonso-González, José Javier Núñez-Velázquez

Events such as the Financial Crisis of 2007-2008 or the COVID-19 pandemic caused significant losses to banks and insurance entities. They also demonstrated the importance of using…