Implied volatility parameterization based on a machine learning polynomial approach
- 26 September 2018
- journal article
- research article
- Published by SAGE Publications in Intelligent Data Analysis: An International Journal
- Vol. 22 (5) , 1127-1141
Abstract
Implied volatility modeling is the future anticipation of price fluctuation and so has a crucial role in option pricing. Machine learning approach can be applied as a great tool to modeling implied volatility and predicting the corresponding future dKeywords
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