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Minh-Ngoc Tran

The University of Sydney

SCHOLARLY PAPERS

3

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303

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Deep Learning Enhanced Volatility Modeling with Covariates

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Deep Learning Enhanced Volatility Modeling with Covariates

Number of pages: 35 Posted: 07 Dec 2023
Thi Hien Nguyen, Hoang Nguyen and Minh-Ngoc Tran
affiliation not provided to SSRN, Linkoping University and The University of Sydney
Downloads 224 (355,774)

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GARCH, GARCH-X, volatility forecast, realized measures, sequence MonteCarlo.

Deep Learning Enhanced Volatility Modeling with Covariates

Number of pages: 35 Posted: 13 Mar 2024
Thi Hien Nguyen, Hoang Nguyen and Minh-Ngoc Tran
affiliation not provided to SSRN, Linkoping University and The University of Sydney
Downloads 41 (1,210,354)

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GARCH, GARCH-X, volatility forecast, realized measures, sequence MonteCarlo.

2.

Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models

Number of pages: 35 Posted: 29 May 2023
Audrone Virbickaite, Hoang Nguyen and Minh-Ngoc Tran
CUNEF Universidad, Linkoping University and The University of Sydney
Downloads 37 (1,222,651)
Citation 1

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ES, GARCH, Gas, MIDAS, SV, VaR

3.

Economically Disciplined Operator Learning for Stable Commodity Demand Forecasting

Number of pages: 26 Posted: 09 Jun 2026
Hongwei Ma, Ye Xiao, Jiayu Fang, Boris Choy, Minh-Ngoc Tran and Junbin Gao
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Sydney Business School, The University of Sydney and The University of Sydney
Downloads 1

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Commodity demand forecasting, Operator learning, Economic constraints, Stable time-series forecasting, Spectral projection, Dynamic sparse graph