Soheil Almasi Monfared, David Enke. Volatility Forecasting Using a Hybrid GJR-GARCH Neural Network Model. In Cihan H. Dagli, editor, Proceedings of the Complex Adaptive Systems 2014 Conference - Conquering Complexity: Challenges and Opportunities, Philadelphia, PA, USA, November 3-5, 2014. Volume 36 of Procedia Computer Science, pages 246-253, Elsevier, 2014. [doi]
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