Financial volatility forecasting using novel deep learning models

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorPekka, Malo
dc.contributor.authorHa, Vy
dc.contributor.departmentTieto- ja palvelujohtamisen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2023-12-02T16:13:34Z
dc.date.available2023-12-02T16:13:34Z
dc.date.issued2023
dc.format.extent90
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/124691
dc.identifier.urnURN:NBN:fi:aalto-202312027021
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeInformation and Service Management (ISM)en
dc.subject.keyworddeep learningen
dc.subject.keywordLSTMen
dc.subject.keywordtransformer-based modelen
dc.subject.keywordhybrid modelen
dc.subject.keywordvolatilityen
dc.subject.keywordrisk managementen
dc.titleFinancial volatility forecasting using novel deep learning modelsen
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
local.aalto.electroniconlyyes
local.aalto.openaccessno

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