Using machine learning to predict realized variance
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 | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks |
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