The following publications are possibly variants of this publication:
- A multiscale modeling approach incorporating ARIMA and anns for financial market volatility forecastingYi Xiao, Jin Xiao, John Liu, Shouyang Wang. jossac, 27(1):225-236, 2014. [doi]
- Forecasting Realized Volatility Based on Sentiment Index and GRU ModelWentao Gu, Suhao Zheng, Ru Wang, Cui Dong. jaciii, 24(3):299-306, 2020. [doi]
- Big data analytics for financial Market volatility forecast based on support vector machineRongjun Yang, Lin Yu, Yuanjun Zhao, Hongxin Yu, Guiping Xu, Yiting Wu, Zhengkai Liu. ijinfoman, 50:452-462, 2020. [doi]