ResearchTrend.AI
Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data

Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data

Wenbo Ge
Pooia Lalbakhsh
Leigh Isai
Artem Lenskiy
Hanna Suominen
    OOD
ArXivPDFHTML

Papers citing "Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data"

2 / 2 papers shown
Title
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Robert Taylor
19
0
0
27 Aug 2024
Learning to Predict Short-Term Volatility with Order Flow Image Representation
Learning to Predict Short-Term Volatility with Order Flow Image Representation
Artem Lensky
Mingyu Hao
OOD
11
0
0
04 Apr 2023