Abstract:Recently, the use of machine learning (ML) in scientific disciplines has experienced an unprecedented increase. Finance has not been an exception. Several works have been published in recent years using mltechniques. However, one of the topics with the least number of developed papers is volatility in this context. Nevertheless, the data analyzed here suggest changes regarding this issue. Data obtained from the Web of Science database show that between 2001 and 2010 there were 33 published papers associated wi… Show more
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