Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models - Kim, Ha Young; Won, Chang Hyun (Expert systems with applications, 2018)
Keywords: Artificial neural networks; Autoregressive models; Deep learning; Econometrics; Economic forecasting; GARCH; Hybrid model; Investments; LSTM; Markets; Performance prediction; Portfolio management; Risk management; Stock index futures; Volatility; Volatility prediction; Deep learning; GARCH; Hybrid model; LSTM; Volatility prediction