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1 Modelling and Trading the Realised Volatility of the FTSE100 Futures with Higher Order Neural Networks

机译：1用高阶神经网络建模和交易FTsE100期货的实现波动率

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Christian L. Dunis; Jason Laws; Georgios Sermpinis; Liverpool John;
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1. Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks [J] . Georgios Sermpinis, Jason Laws, Christian L. Dunis The European journal of finance . 2013,第3a4期

机译：使用高阶神经网络建模和交易FTSE100期货的已实现波动率
2. Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach [J] . Alizadeh Amir H., Huang Chih-Yueh, Marsh Ian W. Energy economics . 2021,第Jana期

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3. Neural network architectures for efficient modeling of FX futures options volatility [J] . Gordon H. Dash, Choudary R. Hanumara, Nina Kajiji Operational Research . 2003,第1期

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4. Impact of US-China Trade War on the Volatility of China's Soybean Futures: Based on GARCH Models [C] . Zhe Lin International Conference on Management, Education Technology and Economics . 2019

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5. Modelling the release of volatile fission products from nuclear reactor fuel under severe accident conditions using artificial neural networks [D] . Andrews, William Sydney 1994

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6. Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach [O] . W.L. Tung, C. Quek -1

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7. The study, modelling and implications of realised volatility for Chinese stock index futures and spot markets [O] . Zhang Qiang 2017

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8. Biological neural networks as model systems for designing future parallel processing computers [R] . Ross, Muriel D. 1991

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1 Modelling and Trading the Realised Volatility of the FTSE100 Futures with Higher Order Neural Networks

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