A novel hybrid neural network-based volatility forecasting of agricultural commodity prices: empirical evidence from India
Abstract This study presents a comprehensive analysis of agricultural price volatility forecasting using a hybrid long short-term memory (LSTM)-Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Agricultural price volatility poses critical challenges for food security, economic...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-04-01
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| Series: | Journal of Big Data |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40537-025-01131-8 |
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