Modeling the Stock Price Volatility

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The book explores the critical role of time series data modeling in a dynamic environment, emphasizing the integration of machine learning techniques within statistics. It highlights the use of Artificial Neural Networks, which can replicate human adaptability, in modeling both linear and non-linear time series data. A significant focus is placed on their application in economics, particularly in understanding and predicting Stock Price Volatility, showcasing the intersection of advanced statistical methods and financial analysis.