A CNN Based System for Predicting the Implied Volatility and Option Prices

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]

Authors

Xiangyu Wei

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Zhilong Xie

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Rui Cheng

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Qing Li

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