On the universality of the volatility formation process: when machine learning and rough volatility agree

28 June 2022

Papers citing "On the universality of the volatility formation process: when machine learning and rough volatility agree"

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Title
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility D. Challet Vincent Ragel 25 1 0 04 Aug 2023
Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data Qinkai Chen C. Robert AIFin 40 25 0 22 Jul 2021