most citedStock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data

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q-fin.ST2023★ 1 cited

Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data

Wenting Liu, Zhaozhong Gui, Guilin Jiang +5

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of…