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
Major/Subject
Mcode
Degree programme
Information and Service Management (ISM)
Language
en
Pages
90
Series
Description
Thesis advisor
Pekka, MaloKeywords
deep learning, LSTM, transformer-based model, hybrid model, volatility, risk management