2 papers
cs.LG2024
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
Haoren Zhu, Pengfei Zhao, Wilfred Siu Hung NG +1
Financial assets exhibit complex dependency structures, which are crucial for investors to create diversified portfolios to mitigate risk in volatile financial markets. To explore…
q-fin.ST2024
From GARCH to Neural Network for Volatility Forecast
Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG +1
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have devel…