Browsing Information Intelligence by Author "Aryan, Bhambu"

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Heteroscedastic ensemble deep random vector functional link neural network with multiple output layers for High Frequency Volatility Forecasting and Risk Assessment

Aryan, Bhambu; Suganthan, Ponnuthurai Nagaratnam; Natarajan, Selvaraju ( Elsevier , 2025 , Article)
Accurate volatility forecasting is crucial for the efficient management of financial systems. However, the dynamic nature and significant variability in financial time series data pose substantial challenges to achieving ...