DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions

23 September 2022

Papers citing "DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions"

7 / 7 papers shown

Title
Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching Fernando Moreno-Pino Alvaro Arroyo H. Waldon Xiaowen Dong Álvaro Cartea AI4TS 40 1 0 31 May 2024
Rough Transformers for Continuous and Efficient Time-Series Modelling Fernando Moreno-Pino Alvaro Arroyo H. Waldon Xiaowen Dong Álvaro Cartea AI4TS MedIm 36 5 0 15 Mar 2024
Partially Stochastic Infinitely Deep Bayesian Neural Networks Sergio Calvo-Ordoñez Matthieu Meunier Francesco Piatti Yuantao Shi BDL 37 3 0 05 Feb 2024
HARNet: A Convolutional Neural Network for Realized Volatility Forecasting Rafael Reisenhofer Xandro Bayer N. Hautsch 29 8 0 16 May 2022
Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility Eduardo Ramos-Pérez P. Alonso-González J. J. Núñez-Velázquez 36 47 0 26 Sep 2021
Deep Autoregressive Models with Spectral Attention Fernando Moreno-Pino Pablo Martínez Olmos Antonio Artés-Rodríguez AI4TS 34 17 0 13 Jul 2021
Pixel Recurrent Neural Networks Aaron van den Oord Nal Kalchbrenner Koray Kavukcuoglu SSeg GAN 251 2,550 0 25 Jan 2016