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Browse "Graduate School of Finance(금융전문대학원)" by Subject 실현변동성▼a조건부이분산성 모형▼a머신러닝 모형▼aLSTM▼aLightGBM▼aSHAP

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금융시계열-머신러닝 통합모형을 이용한 실현변동성 예측과 모형 해석에 관한 연구 = (A) study on forecasting and explaining realized volatility using a financial time series-machine learning Modellink

임정욱; 강장구; et al, 한국과학기술원, 2020

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