XU, Ke; WU, You; JIANG, Mohan; SUN, Wenying; YANG, Zhirui. Hybrid LSTM-GARCH Framework for Financial Market Volatility Risk Prediction. Journal of Computer Science and Software Applications, [S. l.], v. 4, n. 5, p. 22–29, 2024. DOI: 10.5281/zenodo.13643010. Disponível em: https://mfacademia.org/index.php/jcssa/article/view/158. Acesso em: 29 nov. 2024.