Volatility-Sensitive Forecasting: Deep Learning Model Robustness across Calm and Crisis Periods – Bareith Tibor és szerzőtársai cikke megjelent a Virtual Economics folyóiratban
Volatility-Sensitive Forecasting: Deep Learning Model Robustness across Calm and Crisis Periods Laszlo Vancsura Tibor Tatay Tibor Bareith Virtual Economics – Vol. 9 No. 1 (2026) – Published: 2026-03-31 Abstract This study investigates how the forecasting performance of deep learning models is affected by changing market conditions, with particular emphasis on periods of differing […]
