---
title: Volatility Modeling with Neural Networks
url: https://www.ml-quant.com/papers/ssrn/4627773/
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 4627773
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4627773
featured: 2023-11-15
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Modeling with Neural Networks

A new neural network model is introduced for macroeconomic forecasting, designed to prevent overfitting and improve accuracy.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4627773
- Identifier: SSRN 4627773
- Released: 2023-11-09
- First featured: Quant Letter No. 26 (2023-11-15): https://www.ml-quant.com/issues/2023-11-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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