hankniu01 / nn-volatility-forecasting-review

This is the open source shared repo for the paper titled: Neural network-based financial volatility forecasting: A systematic review

Authored by: Wenbo Ge, Pooia Lalbakhsh, Leigh Isai, Artem Lenskiy, Hanna Suominen

In here you will find the list of papers included in the literature review, all the information extracted from it, as well as figures and synthesized tables (in the notebook "Literature review results.ipynb"), and an environment.yml file so that you can run and modify the synthesis as you wish.

If details are missing or you wish to see more, please email the corresponding author: [email protected]

Referencing

Please reference the paper if using the code or results from this repo. The bibtex entry is as follows Will update when published