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Fatal Attraction? An Early Investigation of the AI Bubble
Artificial Intelligence, Asset Bubbles, Asset Embedding, Valuation
Xindi He
,
Alex Hsu
,
Andrea Tamoni
,
Yiyang Zhang
Stock Volatility Prediction with Hybrid Model of FFNN and Lightgbm
Realized volatility, High Frequency Data, LightGBM, FFNN, RMSPE, real-market test
Yiyang Zhang
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