Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation

Xin Du, Kai Moriyama, Kumiko Tanaka-Ishii. Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 418-426, ACM, 2023. [doi]

Abstract

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