Harnessing Volatility Cascades with Ensemble Learning
A modification to the base learner in bootstrap aggregation and boosting can significantly improve predictive accuracy in volatility forecasting, addressing substantial errors from parameter estimation.
Featured in No. 32 on 9 Jan 2024 · 8 days after release · 2 citations today
- Released
- 1 Jan 2024
- First featured
- No. 32 · 9 Jan 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4682793
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