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High-Frequency-Based Volatility Model with Network Structure

Publication: High-Frequency-Based Volatility Model with Network Structure. Published Apr 14, 2022.

Research & Papers
arxiv.orgPublished Apr 14, 2022
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Overview

Publication: High-Frequency-Based Volatility Model with Network Structure. Published Apr 14, 2022.

Publication information

Publication title
High-Frequency-Based Volatility Model with Network Structure
Authors
Huiling Yuan, Guodong Li, Junhui Wang
Published
Apr 14, 2022
Last publication revision
Apr 14, 2022
Subject areas
q-fin.ST, stat.OT
Publication source
arxiv.org · abs/2204.12933v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2204.12933 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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