most citedComparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2023★ 3 cited

Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data

Wenbo Ge, Pooia Lalbakhsh, Leigh Isai +2

This study aims to compare multiple deep learning-based forecasters for the task of predicting volatility using multivariate data. The paper evaluates a range of models, starting f…