GARCH-SVR models

Home » GARCH-SVR models

Research article
DOI: https://doi.org/10.62227/as/74422

Financial Option Volatility Prediction Based on Machine Learning Algorithm

^¹

¹School of Economics and Management, Guangdong Polytechnic Insititute, Guangzhou, Guangdong, 510091, China.

Published Date: 31/07/2024

Volume 74 , Issue 4, 2024
Pages: 170-177
Open Access