Forecasting large scale conditional volatility and covariance using neural network on GPU

✍ Scribed by Xianggao Cai, Guoming Lai, Xiaola Lin

• Book ID: 118810777
• Publisher: Springer US
• Year: 2012
• Tongue: English
• Weight: 644 KB
• Volume: 63
• Category: Article
• ISSN: 0920-8542
• DOI: 10.1007/s11227-012-0827-1