Bai, Yaohui and Bai, Ping and Zhang, Xinyan and Li, Huayang (2023) Financial Asset Volatility Forecasting using LSTM with Intraday High-Low Price Information. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
In recent years, predicting the volatility of financial assets has received increasing attention due to the continuous development and increased volatility of financial markets. In this paper, we propose a volatility prediction model based on the Long Short-Term Memory (LSTM) model in deep learning,
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:36 |
| URI: | http://eprints.eai.eu/id/eprint/44219 |
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