Volatility Forecasting with 1-dimensional CNNs via transfer learning
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-10-05 (Big Data)
- NEP-CMP-2020-10-05 (Computational Economics)
- NEP-FMK-2020-10-05 (Financial Markets)
- NEP-FOR-2020-10-05 (Forecasting)
- NEP-RMG-2020-10-05 (Risk Management)
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