@article{petrosino2025garch,
 author = {Petrosino, L. and Bacco, L. and Salvati, G. and Merone, M. and Papi, M.},
 doi = {10.1007/s00521-025-11468-z},
 journal = {Neural Computing and Applications},
 title = {A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds},
 url = {https://doi.org/10.1007/s00521-025-11468-z},
 year = {2025}
}