81 citations · 225 across the 13 of their papers we have counts for
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q-fin.ST2021★ 1 cited
Forex Trading Volatility Prediction using Neural Network Models
Shujian Liao, Jian Chen, Hao Ni
In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the…
q-fin.ST2013★ 62 cited
Learning from the past, predicting the statistics for the future, learning an evolving system
Daniel Levin, Terry Lyons, Hao Ni
We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of informat…