Wang, Tian (2023) Stock Volatility Forecasting: Adopting LSTM Deep Learning Method and Comparing the Results with GARCH Family Model. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
As a booming industry, information technology has been applied to many other industries. The combination of finance and IT (financial technology) is one of the most representative mergers. Volatility is one of the most important indexes of all financial assets and it is hard to forecast using tradit
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:24 |
| URI: | http://eprints.eai.eu/id/eprint/42631 |
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