Integration of RNN with GARCH refined by whale optimization algorithm for yield forecasting: a hybrid machine learning approach-Reference-Cited by-同舟云学术

Integration of RNN with GARCH refined by whale optimization algorithm for yield forecasting: a hybrid machine learning approach

Published:2020-04-06 Issue: Volume: Page:
ISSN:1868-5137
Container-title:Journal of Ambient Intelligence and Humanized Computing
language:en
Short-container-title:J Ambient Intell Human Comput

Author:

Murali P.,Revathy R.,Balamurali S.,Tayade A. S.

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s12652-020-01922-2.pdf

Reference31 articles.

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3. Arneric J, Poklepovic T, Aljinovic Z (2014) GARCH based artificial neural networks in forecasting conditional variance of stock returns. Croat Oper Res Rev 5(2):329–343

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5. Borovkova S, Tsiamas I (2018) An ensemble of LSTM neural networks for high-frequency stock market classification. J Forecast 38(6):600–619

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