Xu, Z., Liechty, J., Benthall, S., Skar-Gislinge, N., McComb, C., & Lund University, F. o. S. (2024). GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets. ICAIF th ACM International Conference on AI in Finance 5th ACM International Conference on AI in Finance, ICAIF 2024, 600. https://doi.org/10.1145/3677052.3698600
Chicago-referens (17:e uppl.)Xu, Zeda, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge, Christopher McComb, och Faculty of Science Lund University. "GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets." ICAIF Th ACM International Conference on AI in Finance 5th ACM International Conference on AI in Finance, ICAIF 2024 2024: 600. https://doi.org/10.1145/3677052.3698600.
MLA-referens (9:e uppl.)Xu, Zeda, et al. "GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets." ICAIF Th ACM International Conference on AI in Finance 5th ACM International Conference on AI in Finance, ICAIF 2024, 2024, p. 600, https://doi.org/10.1145/3677052.3698600.
