Prediction of realized volatility and implied volatility indices using AI and machine learning : a review
Elias Søvik Gunnarsson, Håkon Ramon Isern, Aristidis Kaloudis, Morten Risstad, Benjamin Vigdel, Sjur Westgaard
| Year of publication: |
2024
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| Authors: | Gunnarsson, Elias Søvik ; Isern, Håkon Ramon ; Kaloudis, Aris ; Risstad, Morten ; Vigdel, Benjamin ; Westgaard, Sjur |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103221, p. 1-20
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| Subject: | Explainable artificial intelligence | Machine learning | Volatility forecasting | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543698