Open AccessForecasting Conditional Variance of S&P100 Returns Using Feedforward and Recurrent Neural Networks
Author(s) -
Sadi Fadda,
Mehmet Can
Publication year - 2017
Publication title -
southeast europe journal of soft computing
Language(s) - English
Resource type - Journals
ISSN - 2233-1859
DOI - 10.21533/scjournal.v6i1.136
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , artificial neural network , volatility (finance) , stochastic volatility , feedforward neural network , kurtosis , computer science , conditional variance , economics , mathematics , artificial intelligence , statistics
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