| A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula |
2026 |
波动率与隐含波动率曲面, 研究方法与稳健性 |
arXiv Quantitative Finance History |
| Finance-Informed Neural Network: Learning the Geometry of Option Pricing |
2026 |
波动率与隐含波动率曲面, 研究方法与稳健性 |
arXiv Quantitative Finance History |
| Machine learning for option pricing: an empirical investigation of network architectures |
2026 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Quantum Reservoir Computing for Realized Volatility Forecasting |
2026 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints |
2026 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Deep Learning Option Pricing with Market Implied Volatility Surfaces |
2025 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Operator Deep Smoothing for Implied Volatility |
2025 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| From GARCH to Neural Network for Volatility Forecast |
2024 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface |
2024 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Volatility Forecasting with Machine Learning and Intraday Commonality |
2023 |
波动率与隐含波动率曲面, 研究方法与稳健性 |
Oxford-Man Institute |
| HARNet: A Convolutional Neural Network for Realized Volatility Forecasting |
2022 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction |
2021 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| On Calibration Neural Networks for extracting implied information from American options |
2020 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism |
2019 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |
| Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling |
2018 |
波动率与隐含波动率曲面 |
arXiv Quantitative Finance History |