Open AccessVolatility forecasts of stock index futures in China and the US–A hybrid LSTM approach
Author(s) -
Xue Chen,
Yan Hu
Publication year - 2022
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0271595
Subject(s) - futures contract , volatility (finance) , computer science , stock market index , stock index futures , artificial intelligence , econometrics , machine learning , artificial neural network , dimensionality reduction , stock (firearms) , stock market , curse of dimensionality , financial economics , economics , engineering , mechanical engineering , paleontology , horse , biology