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arXivDerivatives & Volatility

Applying Informer for Option Pricing: A Transformer-Based Approach

The research uses the Informer neural network for option pricing in financial markets, showing its improved performance over traditional models and improving financial forecasting.

Featured in No. 101 on 11 Jun 2025 · 6 days after release · 8 citations today · published in International Conference on Agents and Artificial Intelligence

Released
5 Jun 2025
First featured
No. 101 · 11 Jun 2025
Citations (Semantic Scholar)
8
Influential citations
0
Published in
International Conference on Agents and Artificial Intelligence
Shares when featured
9
Identifier
doi:10.5220/0013320900003890

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

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