Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies
Luca Di Persio, Matteo Garbelli, Fatemeh Mottaghi, Kai Wallbaum
Topics & Concepts
Computer scienceVolatility (finance)PortfolioEconometricsVolatility clusteringAutoregressive conditional heteroskedasticityInvestment strategyAsset allocationPortfolio optimizationFinancial marketHeteroscedasticityEconomicsFinanceMarket liquidityEnergy Load and Power ForecastingStock Market Forecasting MethodsFinancial Risk and Volatility Modeling