Search Results for author: Haoren Zhu

Found 2 papers, 0 papers with code

From GARCH to Neural Network for Volatility Forecast

no code implementations29 Jan 2024 Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG, Dik Lun Lee

With the equivalence relationship established, we introduce an innovative approach, named GARCH-NN, for constructing NN-based volatility models.

Econometrics Management

Influential Recommender System

no code implementations18 Nov 2022 Haoren Zhu, Hao Ge, Xiaodong Gu, Pengfei Zhao, Dik Lun Lee

Traditional recommender systems are typically passive in that they try to adapt their recommendations to the user's historical interests.

Recommendation Systems

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