Statistics

Machine learning

Econometrics

Horse

Artificial intelligence

Volatility (finance)

Heteroscedasticity

Mathematics

Biology

Autoregressive model

Computer science

Mean squared error

Paleontology

Autoregressive conditional heteroskedasticity

Stock market

Artificial neural network

Stock market index

Expert Systems with Applications

Volatility plays crucial roles in financial markets, such as in derivative pricing, portfolio risk management, and hedging strategies. Therefore, accu…

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models