Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility
Computational Finance
2018-06-05 v1
Abstract
We extend the empirical results published in article "Empirical Evidence on Arbitrage by Changing the Stock Exchange" by means of machine learning and advanced econometric methodologies based on Smooth Transition Regression models and Artificial Neural Networks.
Keywords
Cite
@article{arxiv.1806.01070,
title = {Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility},
author = {José Igor Morlanes},
journal= {arXiv preprint arXiv:1806.01070},
year = {2018}
}