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Issue Date
Title
Author(s)
2023-05-03
Forecasting of energy consumption in an industrial firm using statistical and machine learning models
Suranga, H. W. A.
;
Karunathunga, N.
;
Perera, S. S. N.
;
De Silva, S. A. K. P.
2023-05-03
Investigating the forecasting performance of GARCH models in predicting financial volatility of large-cap stock indices during the covid-19 pandemic
Chamindra de Silva, L. Christine
;
Karunathunga, N.
;
Perera, S. S. N.
;
De Silva, S. A. K. P.
2023-05-03
Modeling and forecasting volatility of gold price using arima – ann hybrid model and gold market behavior during world crises
Nilushani, K. K. E.
;
Karunathunga, N.
;
Perera, S. S. N.
;
De Silva, S. A. K. P .
2023-05-03
Application of garch models to estimate and predict financial volatility of daily stock returns in yahoo finance
Wijewardena, H. D. J. S.
;
Karunathunga, N.
;
Perera, S. S. N.
;
De Silva, S. A. K. P.
Discover
Author
4
Karunathunga, N.
3
De Silva, S. A. K. P.
1
Chamindra de Silva, L. Christine
1
De Silva, S. A. K. P .
1
Nilushani, K. K. E.
1
Suranga, H. W. A.
1
Wijewardena, H. D. J. S.
Subject
1
Forecasting
1
GARCH
1
GARCH models
1
Large-cap stock indices
1
Long-short term memory
1
LSTM
1
Machine learning
1
Regression Analysis
1
RMSE
1
Vector auto regression
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