Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning

Forecasting the realized volatility of energy stock market: a multimodel comparison

H Li, D Zhou, J Hu, J Li, M Su, L Guo - The North American Journal of …, 2023 - Elsevier
The realized volatility forecasting of energy sector stocks facilitates the establishment of
corresponding risk warning mechanisms and investor decisions. In this paper, we collected …
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