用时间卷积神经网络预测波动率指数

IF 0.2 Q4 STATISTICS & PROBABILITY Korean Journal of Applied Statistics Pub Date : 2023-04-30 DOI:10.5351/kjas.2023.36.2.129
J. Shin, D. Shin
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Forecasting volatility index by temporal convolutional neural network
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来源期刊
Korean Journal of Applied Statistics
Korean Journal of Applied Statistics STATISTICS & PROBABILITY-
自引率
50.00%
发文量
17
期刊最新文献
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