Volatility forecasting with long short-term memory neural networks: A deep learning approach for financial markets : master's thesis

Oršoš, Blaž (author), Marinč, Matej (mentor), Lončarski, Igor (member of the commission for defense), Kokol-Bukovšek, Damjana (member of the commission for defense)

• Language: English
• Keywords: capital market, options, trading, models, information technology, neural networks, yield, risk
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: B. Oršoš
• Year: 2025
• Number of pages: 1 spletni vir (1 datoteka PDF (IV, 51, 8 str.)
• PID: 20.500.12556/RUL-177463
• UDC: 336.76
• COBISS.SI-ID: 257182979
• Publication date in RUL: 23.12.2025

Secondary language

• Language: Slovenian
• Title: Napovedovanje volatilnosti z nevronsko mrežo z dolgim kratkoročnim spominom: pristop globokega učenja na finančnih trgih
• Keywords: trg kapitala, opcije, trgovanje, modeli, informacijska tehnologija, nevronske mreže, donos, tveganje