APA (7th ed.) Citation

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 Style (17th ed.) Citation

Xu, Zeda, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge, Christopher McComb, and 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 (9th ed.) Citation

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.