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Zhu, Haoren
2 publications
AAAI
2024
From GARCH to Neural Network for Volatility Forecast
Pengfei Zhao
,
Haoren Zhu
,
Wilfred Siu Hung Ng
,
Dik Lun Lee
AAAI
2022
Forecasting Asset Dependencies to Reduce Portfolio Risk
Haoren Zhu
,
Shih-Yang Liu
,
Pengfei Zhao
,
Yingying Chen
,
Dik Lun Lee