PM2.5 volatility prediction by XGBoost-MLP based on GARCH models
Hongbin Dai, Guangqiu Huang, Huibin Zeng, Fangyu Zhou
Topics & Concepts
Autoregressive conditional heteroskedasticityVolatility (finance)EconometricsComputer scienceEconomicsAir Quality Monitoring and ForecastingAir Quality and Health ImpactsAtmospheric chemistry and aerosols