/TimesNet-for-Stock-Realized-Volatility-Prediction

This is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"

Primary LanguageJupyter NotebookMIT LicenseMIT

TimesNet-for-Stock-Realized-Volatility-Prediction

This is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"