Novel Volatility Forecasting Using Deep Learning - Long Short Term Memory Recurrent Neural Networks

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Research output: Contribution to journal › Article › peer-review

175 Citations (Scopus)

Original language	English
Article number	132
Pages (from-to)	99
Number of pages	109
Journal	Expert Systems with Applications
Volume	132
Publication status	Published - 22 Apr 2019

Cite this

@article{a0741a1fe9d043579cef45c5cbec662f,

title = "Novel Volatility Forecasting Using Deep Learning - Long Short Term Memory Recurrent Neural Networks",

author = "Yang Liu",

year = "2019",

month = apr,

day = "22",

language = "English",

volume = "132",

pages = "99",

journal = "Expert Systems with Applications",

issn = "0957-4174",

publisher = "Elsevier",

}