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Comparing Deep Learning Models for the Task of Volatility Prediction
  Using Multivariate Data

Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data

20 June 2023
Wenbo Ge
Pooia Lalbakhsh
Leigh Isai
Artem Lenskiy
Hanna Suominen
    OOD
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Papers citing "Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data"

2 / 2 papers shown
Title
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch
  Learning
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Robert Taylor
14
0
0
27 Aug 2024
Learning to Predict Short-Term Volatility with Order Flow Image
  Representation
Learning to Predict Short-Term Volatility with Order Flow Image Representation
Artem Lensky
Mingyu Hao
OOD
8
0
0
04 Apr 2023
1