Hello. Would like to get any other materials (examples, links, lectures etc.) about improving GARCH via deep neural network that you said you have. Thank you in advance.
Sincerely,
Stanislav
Improving GARCH using deep neural network.

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Re: Improving GARCH using deep neural network.
Thanks for your inquiry.
This is related to one of the VIP projects in the PyTorch course. We use a neural network for uncertainty estimation (uncertainty being the variance, hence exactly what GARCH is doing).
This is related to one of the VIP projects in the PyTorch course. We use a neural network for uncertainty estimation (uncertainty being the variance, hence exactly what GARCH is doing).