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Predicting Market Volatility: An Ensemble Approach For Enhanced India VIX Prediction by shd400050 is a document available to read on EtoBox.

This research presents an ensemble deep learning framework combining LSTM and GRU structures to predict the India VIX index, which measures market volatility. The model demonstrates superior predictive accuracy compared to traditional methods and independent deep learning models, validated through extensive testing and statistical significance. The findings highlight the potential of ensemble learning in enhancing financial forecasting, particularly in volatile market conditions.

Author

shd400050

Language

EN