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pro vyhledávání: '"Savl'ev, Sergey"'
Autor:
De Clerk, Luke, Savl'ev, Sergey
Here, we use Machine Learning (ML) algorithms to update and improve the efficiencies of fitting GARCH model parameters to empirical data. We employ an Artificial Neural Network (ANN) to predict the parameters of these models. We present a fitting alg
Externí odkaz:
http://arxiv.org/abs/2201.03286
