Search Results for author: Eric P. Nichols

Found 2 papers, 2 papers with code

Deep Learning Stock Volatility with Google Domestic Trends

2 code implementations15 Dec 2015 Ruoxuan Xiong, Eric P. Nichols, Yuan Shen

We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors.

Computational Finance

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