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Realized Volatility forecasting using Wavelet Analysis and Neural Networks

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RV_forecasting

Realized Volatility forecasting using Wavelet Analysis and Neural Networks There are several python notebook files corresponding to different models that have been used in the project. LM - linear models (direct and multistep) Direct NN - direct approach with a Neural Network Multistep NN - multistep approach with a Neural Network

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Realized Volatility forecasting using Wavelet Analysis and Neural Networks

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