Work

Deep Learning Volatility

Year: 2019

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3322085

Authors: Blanka Horvath, Aitor Muguruza, Mehdi Tomas

Institutions: ETH Zurich, Imperial College London, École Polytechnique

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Fondation du Risque, H2020 European Research Council

Award: Statistical modelling across price and time scales: a quantitative approach to modern financial regulation

OpenAlex ID: W2914215310

Cites: 76

Cited by: 52

Related to: 10