most citedMultimodal deep learning for short-term stock volatility prediction

8 citations · 8 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2018★ 8 cited

Multimodal deep learning for short-term stock volatility prediction

Marcelo Sardelich, Suresh Manandhar

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction…