From GARCH to Neural Network for Volatility Forecast

Zhao et al. "From GARCH to Neural Network for Volatility Forecast." AAAI Conference on Artificial Intelligence, 2024. doi:10.1609/AAAI.V38I15.29643

[Zhao et al. "From GARCH to Neural Network for Volatility Forecast." AAAI Conference on Artificial Intelligence, 2024.](https://mlanthology.org/aaai/2024/zhao2024aaai-garch/) doi:10.1609/AAAI.V38I15.29643

@inproceedings{zhao2024aaai-garch,
  title     = {{From GARCH to Neural Network for Volatility Forecast}},
  author    = {Zhao, Pengfei and Zhu, Haoren and Ng, Wilfred Siu Hung and Lee, Dik Lun},
  booktitle = {AAAI Conference on Artificial Intelligence},
  year      = {2024},
  pages     = {16998-17006},
  doi       = {10.1609/AAAI.V38I15.29643},
  url       = {https://mlanthology.org/aaai/2024/zhao2024aaai-garch/}
}