AI Deep Learning for Volatility Prediction
The use of deep learning for predicting conditional volatility can enhance the performance of long-short portfolios, with a negative risk-return relation accounting for the improved performance.
Featured in No. 66 on 18 Sep 2024 · 4 days after release
- Released
- 14 Sep 2024
- First featured
- No. 66 · 18 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4956075
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