Zeda Xu, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge, Christopher McComb. GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets. In Proceedings of the 5th ACM International Conference on AI in Finance, ICAIF 2024, Brooklyn, NY, USA, November 14-17, 2024. pages 600-607, ACM, 2024. [doi]
Abstract is missing.