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Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting

Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting

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MÜCHER, Christian, 2021. Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting. In: Frontiers in Artificial Intelligence. Frontiers Research Foundation. 4, 787534. eISSN 2624-8212. Available under: doi: 10.3389/frai.2021.787534

@article{Mucher2021Artif-57256, title={Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting}, year={2021}, doi={10.3389/frai.2021.787534}, volume={4}, journal={Frontiers in Artificial Intelligence}, author={Mücher, Christian}, note={Article Number: 787534} }

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