Trepo - Selaus tekijän mukaan "La Rocca, Michele"

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    • Deep learning for volatility forecasting in asset management 

      Petrozziello, Alessio; Troiano, Luigi; Serra, Angela; Jordanov, Ivan; Storti, Giuseppe; Tagliaferri, Roberto; La Rocca, Michele (2022)
      article
      <p>Predicting volatility is a critical activity for taking risk- adjusted decisions in asset trading and allocation. In order to provide effective decision-making support, in this paper we investigate the profitability ...