Nino Antulov-Fantulin

activity

20092026

most citedGeneralized Network Dismantling

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

collaborators

Showing 2023Show all

2 papers · 1 filter

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…

cond-mat.stat-mech2023

Stretched and measured neural predictions of complex network dynamics

Vaiva Vasiliauskaite, Nino Antulov-Fantulin

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-t…

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

Stretched and measured neural predictions of complex network dynamics

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