Volatility Modeling with Covariates using Deep Learning
The RECHX model, integrating exogenous variables into a recurrent neural network, is introduced for predicting volatility in financial assets.
Featured in No. 29 on 13 Dec 2023 · 6 days after release
- Released
- 7 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4657189
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