HAN, Shangrong. Financial Time Series Forecasting: A Hybrid Approach Combining AR-GARCH and Machine Learning Models. Transactions on Computer Science and Intelligent Systems Research, [S. l.], v. 10, p. 72–77, 2025. DOI: 10.62051/pg9aec47. Disponível em: https://wepub.org/index.php/TCSISR/article/view/5639. Acesso em: 21 jul. 2026.