The Precision-Value Paradox: Can Complex Machine Learning Models Truly Enhance Volatility Forecasting?
Published: 4 March 2026| Version 2 | DOI: 10.17632/xs6t8w8vgd.2
Contributors:
Arthur Walter Chen, , Description
The dataset of this research includes Python code and generated data packages. Each file contains the following contents. 1. main.py: The Python file covers the entire process of data acquisition, data processing, machine learning and result output. 2. dataset: Including the cached data generated during the execution of the Python program. 3. fig_1.png: The image generated from the Python data results. 4. table_3-6.png: Including the data table of this paper (data from python).
Files
Institutions
- Monash UniversityVictoria, Melbourne
Categories
Econometrics