SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forecasting stock volatility and value-at-risk based on temporal convolutional networks · Study

ArticleShelves

ArticleForecasting stock volatility and value-at-risk based on temporal convolutional networks

Chunxia Zhang2022

Article2022

Forecasting stock volatility and value-at-risk based on temporal convolutional networks

Chunxia Zhang · Jun Li · Xing‐Fang Huang · Jiangshe Zhang · Hua-Chuan Huang

57 citations·0/0 files stored·Expert Systems with Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Forecasting Techniques and Applications Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 57 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1992ARCH modeling in finance 1998Evaluating Interval Forecasts 1995Techniques for Verifying the Accuracy of Risk Measurement Models

Cited by

2023Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model 2023Introducing NBEATSx to realized volatility forecasting

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2019Forecasting volatility with a stacked model based on a hybridized Artificial Neural Networkarticle · 11 shared references 2021Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatilityarticle · 9 shared references 2023Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning modelarticle · 9 shared references 2009Forecasting volatility with support vector machine‐based GARCH modelarticle · 8 shared references 2005Volatility Transmission Models: A Surveypreprint · 8 shared references 2010Parametric and Nonparametric Volatility Measurementchapter · 7 shared references

Details

Year2022

Typearticle

Published2022-06-26

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations57

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.eswa.2022.117951

openalex_workW4283521849

Links

Imported from OpenAlex (CC0) — nothing here is generated.