Items where Author is "Luo, Yuanyuan"

Luo, Yuanyuan (2023) Comparing recurrent neural network with GARCH model on forecasting volatility based on SSE 50ETF. In: Dai, Wanyang and Jin, Shi, (eds.) Second International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2022. Proceedings of SPIE - The International Society for Optical Engineering. Society of Photo-optical Instrumentation Engineers. ISBN 9781510663183

Luo, Yuanyuan (2023) Using GARCH family models estimate the volatility of SSE 50ETF. In: Dai, Wanyang and Jin, Shi, (eds.) Second International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2022. Proceedings of SPIE - The International Society for Optical Engineering. Society of Photo-optical Instrumentation Engineers. ISBN 9781510663183