---
title: Harnessing Volatility Cascades with Ensemble Learning
url: https://www.ml-quant.com/papers/ssrn/4682793/
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 4682793
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4682793
featured: 2024-01-09
citations: 2
topic: Derivatives & Volatility
---


# Harnessing Volatility Cascades with Ensemble Learning

A modification to the base learner in bootstrap aggregation and boosting can significantly improve predictive accuracy in volatility forecasting, addressing substantial errors from parameter estimation.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4682793
- Identifier: SSRN 4682793
- Released: 2024-01-01
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Derivatives & Volatility

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