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NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networksGo to Link

Song, Jungyoon; Chang, Woojin; Song, Jae Wook

ArticleIssue Date2025CitationApplied Intelligence, v.55, no.2, pp 1 - 31PublisherKluwer Academic Publishers
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Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural networkGo to Link

Na, Yosep; Byun, Jun-young; Song, Jungyoon; Song, Jae Wook

ArticleIssue Date2026CitationPhysica A: Statistical Mechanics and its Applications, v.686, pp 1 - 33PublisherElsevier B.V.
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