Browsing 8th International Scientific Conference “Business and Management 2014” by Subject "Backpropagation neuronal network"
Now showing items 1-1 of 1
-
Modelling conditional volatility in stock indices: a comparison of the arma-egarch model versus neuronal network backpropagation
(8th International Scientific Conference “Business and Management 2014”, 2014)The analysis of conditional volatility is a key factor to correctly assess the risk of several financial assets such as shares, bonds or index as well as derivatives (futures and options). The econometric models from the ...