Research on volatility prediction based on mixed frequency data-driven neural network model

WANG Liukai, ZHANG Xiaobo, YAN Xiangbin, WANG Weiqing

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (12) : 3488-3504.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (12) : 3488-3504. DOI: 10.12011/SETP2023-0066

Research on volatility prediction based on mixed frequency data-driven neural network model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(12): 3488-3504 https://doi.org/10.12011/SETP2023-0066

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