Machine Learning for Realised Volatility Forecasting

2020 ◽  
Author(s):  
Eghbal Rahimikia ◽  
Ser-Huang Poon
Keyword(s):  
Machine Learning ◽  
Volatility Forecasting ◽  
Realised Volatility

Intraday realised volatility forecasting and announcements

2018 ◽  
Vol 9 (1) ◽  
pp. 88
Author(s):  
Dimitrios I. Vortelinos ◽  
Konstantinos Gkillas (Gillas)
Keyword(s):  
Volatility Forecasting ◽  
Realised Volatility

Mind wandering as data augmentation: How mental travel supports abstraction

2020 ◽  
Vol 43 ◽  
Author(s):  
Myrthe Faber
Keyword(s):  
Machine Learning ◽  
Data Augmentation ◽  
Mental Content ◽  
Mind Wandering ◽  
Theoretical Framework ◽  
Important Addition

Abstract Gilead et al. state that abstraction supports mental travel, and that mental travel critically relies on abstraction. I propose an important addition to this theoretical framework, namely that mental travel might also support abstraction. Specifically, I argue that spontaneous mental travel (mind wandering), much like data augmentation in machine learning, provides variability in mental content and context necessary for abstraction.

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