---
title: Option Returns with DL
url: https://www.ml-quant.com/papers/ssrn/4869272/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4869272
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869272
featured: 2024-06-20
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869272
- Identifier: SSRN 4869272
- Released: 2024-06-18
- First featured: Quant Letter No. 54 (2024-06-20): https://www.ml-quant.com/issues/2024-06-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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