Video Explanation: Rolling Prediction of SPX Index Financial Time Series Volatility Using LSTM and GARCH
Full text link:https://tecdat.cn/?p=37371 This article integrates various technologies, among which the LSTM (Long Short-Term Memory) and GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models are particularly crucial. LSTM excels in handling time series data, capturing long-term dependencies, and providing strong support for financial predictions. The GARCH model effectively captures the phenomenon of volatility clustering in financial time … Read more