Alessio Petrozziello, Luigi Troiano, Angela Serra, Ivan Jordanov, Giuseppe Storti, Roberto Tagliaferri, Michele La Rocca 0001. Deep learning for volatility forecasting in asset management. Soft Comput., 26(17):8553-8574, 2022. [doi]
@article{PetrozzielloTSJ22,
title = {Deep learning for volatility forecasting in asset management},
author = {Alessio Petrozziello and Luigi Troiano and Angela Serra and Ivan Jordanov and Giuseppe Storti and Roberto Tagliaferri and Michele La Rocca 0001},
year = {2022},
doi = {10.1007/s00500-022-07161-1},
url = {https://doi.org/10.1007/s00500-022-07161-1},
researchr = {https://researchr.org/publication/PetrozzielloTSJ22},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {26},
number = {17},
pages = {8553-8574},
}