Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism¶

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

Field	Value
Topics	volatility, financial_ml
Authors	Shengli Chen, Zili Zhang
Published	2019-12-23
Source	arXiv Quantitative Finance History
Identifiers	arxiv:1912.11059
URL	Open original source

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