most citedTail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms

25 citations · 39 across the 2 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2024★ 14 cited

A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm

Zong Ke, Jingyu Xu, Zizhou Zhang +2

This paper provides a unique approach with AI algorithms to predict emerging stock markets volatility. Traditionally, stock volatility is derived from historical volatility,Monte C…