Implied volatility directional forecasting : a machine learning approach
Spyridon D. Vrontos, John Galakis and Ioannis D. Vrontos
| Year of publication: |
2021
|
|---|---|
| Authors: | Vrontos, Spyridon D. ; Galakis, John ; Vrontos, Ioannis D. |
| Subject: | Binary logit | Forecasting | Implied volatility | Investment strategies | Machine learning | Penalized likelihood models | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Theorie | Theory | Optionsgeschäft | Option trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1905869 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653707