2 papers
q-fin.CP2025
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…
q-fin.RM2025
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
Zong Ke, Yuchen Yin
As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US fi…