红帽波动率的非线性时间序列与人工神经网络
计算金融
2018-06-05 v1
摘要
我们通过基于平滑转移回归模型与人工神经网络的机器学习及高级计量经济学方法，扩展了文章“Empirical Evidence on Arbitrage by Changing the Stock Exchange”中发表的实证结果。
引用
@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}
}