Significant papers
Significant papers are related to Concrete and are valuable for team members to read. There are 7-10 significant papers.
Title
TLDR
Order flow data is converted to images, fed into convolutional neural network, and generates 1-minute crypto volatility forecasts.
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach
Modified GARCH to account for technological shocks re. volatility. GARCH mixed data sampling (MIDAS) approach is utilized.
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