Multivariate LSTM for Stock Market Volatility Prediction

Osama Assaf, Giuseppe Di Fatta, Giuseppe Nicosia. Multivariate LSTM for Stock Market Volatility Prediction. In Giuseppe Nicosia, Varun Ojha 0001, Emanuele La Malfa, Gabriele La Malfa, Giorgio Jansen, Panos M. Pardalos, Giovanni Giuffrida, Renato Umeton, editors, Machine Learning, Optimization, and Data Science - 7th International Conference, LOD 2021, Grasmere, UK, October 4-8, 2021, Revised Selected Papers, Part II. Volume 13164 of Lecture Notes in Computer Science, pages 531-544, Springer, 2021. [doi]

Authors

Osama Assaf

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Giuseppe Di Fatta

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Giuseppe Nicosia

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