Neural Networks for Modeling Volatility
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Journal Title
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School of Business |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Authors
Date
2017
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
89
Series
Description
Thesis advisor
Puttonen, VesaKeywords
volatility, neural networks, time series, macroeconomy, GARCH, VIX, forecasting, machine learning, S&P 500