Neural networks and arbitrage in the VIX : a deep learning approach for the VIX
Joerg Osterrieder, Daniel Kucharczyk, Silas Rudolf, Daniel Wittwer
| Year of publication: |
2020
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| Authors: | Osterrieder, Joerg ; Kucharczyk, Daniel ; Rudolf, Silas ; Wittwer, Daniel |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 2.2020, 1/2, p. 97-115
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| Subject: | VIX | SPX | Neural network | LSTM | Deep learning | Arbitrage | Market manipulation | Random forests | Neuronale Netze | Neural networks | Volatilität | Volatility | Theorie | Theory | Lernprozess | Learning process | Börsenkurs | Share price | Künstliche Intelligenz | Artificial intelligence |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-020-00026-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012284951