Artificial Neural Networks (ANNs) are very powerful tool in modern quantitative friars and have inevged as a powerful statistical modeling technology
نویسنده
چکیده
Artificial Neural Networks (ANNs) are very powerful tool in modern quantitative finance and have immerged as a powerful statistical modeling technology. This paper focuses on the problem of estimation of volatility of Indian Stock market. It begins with volatility calculation by Auto Regressive Conditional Heteroscedastic (ARCH), & Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models of financial computation. At last the accuracy of using Artificial Neural Network for it is examined and concluded that ANN can be used as a best choice for measuring the volatility of stock market.
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