Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost

Yan Wang, Yuankai Guo

China Communications ›› 2020, Vol. 17 ›› Issue (3) : 205-221.
EMERGING TECHNOLOGIES & APPLICATIONS

Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost

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