Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach

Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae-Yoon Kim. Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach. Expert Syst. Appl., 39(10):9315-9322, 2012. [doi]

Abstract

Abstract is missing.