Evaluation of VI Index Forecasting Model by Machine Learning for Yahoo! Stock BBS Using Volatility Trading Simulation

Kodai Sasaki, Hirohiko Suwa, Yuki Ogawa, Eiichi Umehara, Tatsuo Yamashita, Kota Tsubouchi. Evaluation of VI Index Forecasting Model by Machine Learning for Yahoo! Stock BBS Using Volatility Trading Simulation. In 53rd Hawaii International Conference on System Sciences, HICSS 2020, Maui, Hawaii, USA, January 7-10, 2020. pages 1-9, ScholarSpace, 2020. [doi]

Abstract

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