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Neural-Network-Approach-to-Implied-Volatility-Forecasting

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Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

Creat2023-08-28T02:55:44
Update2024-08-09T19:34:23
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