"A stacking model integrating GARCH and LSTM with feature interactions for ..."

Michael Peter et al. (2026)

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DOI: 10.1016/J.ARRAY.2026.100700

access: open

type: Journal Article

metadata version: 2026-02-27

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Michael Peter, Silas Mirau, Emmanuel Sinkwembe, Christian Kasumo, Calisto Guambe:
A stacking model integrating GARCH and LSTM with feature interactions for time series volatility prediction. Array 29: 100700 (2026)

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