Xiangyu Wei, Zhilong Xie, Rui Cheng, Qing Li. A CNN Based System for Predicting the Implied Volatility and Option Prices. In 53rd Hawaii International Conference on System Sciences, HICSS 2020, Maui, Hawaii, USA, January 7-10, 2020. pages 1-8, ScholarSpace, 2020. [doi]
Abstract is missing.