Quant Letter: January 2024, Week-3
Weekly (30th Edition)
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Recently Published
Quantitative
SpotV2Net: Intraday Spot Volatility Forecasting: SpotV2Net, a new forecasting model based on Graph Attention Network architecture, enhances the accuracy of intraday spot volatility predictions for financial assets. (2024-01-11, shares: 2.0)
Model Averaging & Double Machine Learning: The article presents two new stacking …
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