Modeling the Stock Price Volatility
Using Asymmetry GARCH and Ann-Asymmetry GARCH Models
978-613-9-98231-8
6139982316
92
2019-01-01
54,90 €
eng
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Modeling of the time series data is very essential for a dynamic world. The field of Statistics has become very applicable with the use of machine learning techniques when modeling both linear and non-linear time series data. Artificial Neural Network, a machine learning, has attracted an interest in the field of statistics by its ability to mimic the behavior of human beings in adapting to immediate environment. It has been used to develop its characteristics in the field of economy to model the Stock Price Volatility.
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