Wenbo Ge, Pooia Lalbakhsh, Leigh Isai, Artem Lenskiy, Hanna Suominen. Neural Network-Based Financial Volatility Forecasting: A Systematic Review. ACM Computing Surveys, 55(2), 2023. [doi]
@article{GeLILS23,
title = {Neural Network-Based Financial Volatility Forecasting: A Systematic Review},
author = {Wenbo Ge and Pooia Lalbakhsh and Leigh Isai and Artem Lenskiy and Hanna Suominen},
year = {2023},
doi = {10.1145/3483596},
url = {https://doi.org/10.1145/3483596},
researchr = {https://researchr.org/publication/GeLILS23},
cites = {0},
citedby = {0},
journal = {ACM Computing Surveys},
volume = {55},
number = {2},
}