Charting new avenues in financial forecasting with TimesNet: the impact of intraperiod and interperiod variations on realized volatility prediction (2024)
- Autor:
- Autor USP: SOUTO, HUGO GOBATO - Interinstitucional de Pós-Graduação em Estatística
- Unidade: Interinstitucional de Pós-Graduação em Estatística
- DOI: 10.1016/j.eswa.2024.124851
- Subjects: REDES NEURAIS; PREVISÃO (ANÁLISE DE SÉRIES TEMPORAIS); MERCADO FINANCEIRO
- Keywords: TimesNet; Realized volatility; Time series forecasting; Convolutional neural networks
- Language: Inglês
- Imprenta:
- Publisher place: Kidlington
- Date published: 2024
- Source:
- Título: Expert Systems with Applications
- ISSN: 0957-4174
- Volume/Número/Paginação/Ano: v. 255, part. D, p. 1-22, Dec. 2024
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
SOUTO, Hugo Gobato. Charting new avenues in financial forecasting with TimesNet: the impact of intraperiod and interperiod variations on realized volatility prediction. Expert Systems with Applications, v. 255, p. 1-22, 2024Tradução . . Disponível em: https://doi.org/10.1016/j.eswa.2024.124851. Acesso em: 23 jan. 2026. -
APA
Souto, H. G. (2024). Charting new avenues in financial forecasting with TimesNet: the impact of intraperiod and interperiod variations on realized volatility prediction. Expert Systems with Applications, 255, 1-22. doi:10.1016/j.eswa.2024.124851 -
NLM
Souto HG. Charting new avenues in financial forecasting with TimesNet: the impact of intraperiod and interperiod variations on realized volatility prediction [Internet]. Expert Systems with Applications. 2024 ; 255 1-22.[citado 2026 jan. 23 ] Available from: https://doi.org/10.1016/j.eswa.2024.124851 -
Vancouver
Souto HG. Charting new avenues in financial forecasting with TimesNet: the impact of intraperiod and interperiod variations on realized volatility prediction [Internet]. Expert Systems with Applications. 2024 ; 255 1-22.[citado 2026 jan. 23 ] Available from: https://doi.org/10.1016/j.eswa.2024.124851 - A generalization of the topological tail dependence theory: from indices to individual stocks
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Informações sobre o DOI: 10.1016/j.eswa.2024.124851 (Fonte: oaDOI API)
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