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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.RM2022★ 1 cited

Mack-Net model: Blending Mack's model with Recurrent Neural Networks

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

In general insurance companies, a correct estimation of liabilities plays a key role due to its impact on management and investing decisions. Since the Financial Crisis of 2007-200…