---
title: AI Deep Learning for Volatility Prediction
url: https://www.ml-quant.com/papers/ssrn/4956075/
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 4956075
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4956075
featured: 2024-09-18
citations: unknown
topic: Derivatives & Volatility
---


# AI Deep Learning for Volatility Prediction

The use of deep learning for predicting conditional volatility can enhance the performance of long-short portfolios, with a negative risk-return relation accounting for the improved performance.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4956075
- Identifier: SSRN 4956075
- Released: 2024-09-14
- First featured: Quant Letter No. 66 (2024-09-18): https://www.ml-quant.com/issues/2024-09-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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