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Forecasting Volatility and Analyzing Importance Using Dual Machine Learning Algorithms and Elastic Net Regression

Year: 2024

Type: conference-paper

Source: International Conference on Data Analytics, Computing and Artificial Intelligence (ICDACAI)

DOI: 10.1109/icdacai65086.2024.00171

Authors: Xi Kuang, Jiajun Qin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4406460866

FWCI: 4.166

Cites: 6

Cited by: 2

Related to: 10