Using machine learning to predict realized variance
Peter Carr, Liuren Wu and Zhibai Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Carr, Peter ; Wu, Liuren ; Zhang, Zhibai |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 2, p. 57-72
|
| Subject: | Volatility Prediction | Machine Learning | Neutral Networks | Ridge Regression | Option Pricing | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Regressionsanalyse | Regression analysis | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588965