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SSRNDerivatives & Volatility

What If Option Closing Prices Were Trustworthy? A Machine Learning Approach

ML Approach: A new machine learning model uses stock prices to predict options closing prices, outperforming traditional models and potentially improving market efficiency.

Featured in No. 8 on 19 Jul 2023 · · 0 citations today

Released
1 Mar 2023
First featured
No. 8 · 19 Jul 2023
Citations (Semantic Scholar)
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Identifier
SSRN 4515200

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