liuhai84 / a-hybrid-deep-learning-based-model-for-volatility-prediction Goto Github PK
View Code? Open in Web Editor NEWThis project forked from kshitijk1999/a-hybrid-deep-learning-based-model-for-volatility-prediction
Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commodity Market. We evaluate the following DNN models: Multi-layer Perceptron (MLP), Convolutional Neural Network (CNN), and RNN with Long-Short Term Memory (LSTM-RNN) and RNN with Gated-Recurrent Unit (GRU-RNN).