219 citations · 942 across the 36 of their papers we have counts for
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q-fin.CP2022
Volatility-inspired -LSTM cell
German Rodikov, Nino Antulov-Fantulin
Volatility models of price fluctuations are well studied in the econometrics literature, with more than 50 years of theoretical and empirical findings. The recent advancements in n…
q-fin.CP2022★ 1 cited
Can LSTM outperform volatility-econometric models?
German Rodikov, Nino Antulov-Fantulin
Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep lear…