ML-QuantSubscribe

SSRNDerivatives & Volatility

Option Returns with DL

A study uses deep learning to predict equity options returns, showing significant profits using a Convolutional Neural Network to identify patterns in volatility.

Featured in No. 54 on 20 Jun 2024 · 2 days after release

Released
18 Jun 2024
First featured
No. 54 · 20 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4869272

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page