Combining dimensionality reduction methods with neural networks for realized volatility forecasting

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Bibliographic Details
Published in:Annals of operations research 2023-08
Main Authors: Bucci, Andrea, He, Lidan, Liu, Zhi
Format: Article
Language:English
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ISSN:0254-5330
1572-9338
DOI:10.1007/s10479-023-05544-7