Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation
The paper presents a machine learning model that uses an invertible neural network to predict stock volatility, outperforming other methods on a dataset of 100 stocks.
Featured in No. 23 on 25 Oct 2023 · 2 days after release · 0 citations today · published in Proceedings of the Fourth ACM International Conference on AI in Finance
- Released
- 23 Oct 2023
- First featured
- No. 23 · 25 Oct 2023
- Citations (Semantic Scholar)
- 0
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- 0
- Published in
- Proceedings of the Fourth ACM International Conference on AI in Finance
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- 4
- Identifier
- doi:10.1145/3604237.3626870
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