Volatility Prediction in Chinese Futures
A new deep learning method is introduced for predicting Chinese futures market movements, demonstrating superior predictability compared to existing benchmarks.
Featured in No. 80 on 1 Jan 2025 · 2 days after release
- Released
- 30 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5077241
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).