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12:00 pm
October 10 @ 12:00 pm - 1:00 pm CDT

Beyond Traditional Models: Assessing the Role of LSTM Networks in Volatility Prediction

via Zoom

Speaker: Prof. Massimo Guidolin, Baffi Carefin Center, Bocconi Univ., Milan Abstract: This paper examines the out-of-sample accuracy of recurrent artificial neural networks (ANNs) compared to traditional econometric models for the […]

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