Nino Antulov-Fantulin

activity

20092026

most citedGeneralized Network Dismantling

219 citations · 942 across the 36 of their papers we have counts for

collaborators

Showing 2023 · q-fin.CPShow all

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q-fin.CP2023

Introducing the $σ$ -Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting

German Rodikov, Nino Antulov-Fantulin

This paper introduces the $σ$ -Cell, a novel Recurrent Neural Network (RNN) architecture for financial volatility modeling. Bridging traditional econometric approaches like GARCH wi…

Introducing the σ-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting

Introducing the $σ$ -Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting