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Volatility Forecasting with 1-dimensional CNNs via transfer learning
Volatility is a natural risk measure in finance as it quantifies the variation of stock prices.
Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?
This article applies a long short-term memory recurrent neural network to mortality rate forecasting.
Exploring the predictability of range-based volatility estimators using RNNs
We investigate the predictability of several range-based stock volatility estimators, and compare them to the standard close-to-close estimator which is most commonly acknowledged as the volatility.
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