Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies - researchr publication authors

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Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Gianluca Bontempi. Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies. In Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini, editors, Proceedings of the Second Workshop on MIning DAta for financial applicationS (MIDAS 2017) co-located with the 2017 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2017), Skopje, Macedonia, September 18, 2017. Volume 1941 of CEUR Workshop Proceedings, pages 17-28, CEUR-WS.org, 2017. [doi]

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