Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali. Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. In IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022. pages 1-8, IEEE, 2022. [doi]
Abstract is missing.