Financial volatility forecasting using novel deep learning models

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2023

Department

Tieto- ja palvelujohtamisen laitos

Major/Subject

Mcode

Degree programme

Information and Service Management (ISM)

Language

en

Pages

90

Series

Description

Thesis advisor

Pekka, Malo

Keywords

deep learning, LSTM, transformer-based model, hybrid model, volatility, risk management

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-202312027021

Collections

[gradu] Kauppakorkeakoulu / BIZ