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Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface

Bibliographic record. Follow the original-source link for the publication.

Field Value
Topics volatility, financial_ml
Authors Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca
Published 2024-11-04
Source arXiv Quantitative Finance History
Identifiers arxiv:2411.02375
URL Open original source

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