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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