SpotV2Net: Intraday Spot Volatility Forecasting
Intraday Spot Volatility Forecasting: SpotV2Net, a new forecasting model based on Graph Attention Network architecture, enhances the accuracy of intraday spot volatility predictions for financial assets.
Featured in No. 33 on 17 Jan 2024 · 6 days after release
- Released
- 11 Jan 2024
- First featured
- No. 33 · 17 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4692194
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