【论文】顾文涛:“Forecasting Realized Volatility Based on Sentiment Index and GRU Model” (
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发布日期:2020-06-20 阅读:次)
Wentao Gu; Suhao Zheng; Ru Wang; Cui Dong.Forecasting Realized Volatility Based on Sentiment Index and GRU Model.Journal of Advanced Computational Intelligence and Intelligent InformaticsVolume 24, Issue 3. 2020. PP 299-306