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In an extension to our initial HAR-RV model, we include a Realized GARCH model (GARCH-x), which is simply a GARCH(1,1) with a Realized Volatility measure as an additional exogeneous variable; in this ...
Abstract: The widespread adoption of the fifth generation (5G) of cellular networks has brought new opportunities for the development of localization-based services. High-accuracy positioning use ...
Abstract: This paper investigates whether implied volatility (IV) data can improve the accuracy of GARCH models in forecasting realised volatility (RV) for cryptocurrency in comparison with ...
This project examines some common solutions to the classical optimal portfolio construction problem proposed by Markowitz(1952). Algorithms are based on financial machine learning concepts, namely, ...
Fusion 360 is one of the most powerful cloud-based CAD/CAM software that is being preferred by engineers, designers, and architects all around the world. Fusion 360 is not only a sophisticated tool, ...