Yu Zheng, Yongxin Yang, Bowei Chen. Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction. In Feida Zhu 0002, Beng Chin Ooi, Chunyan Miao, editors, KDD '21: The 27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, Virtual Event, Singapore, August 14-18, 2021. pages 3968-3975, ACM, 2021. [doi]
Abstract is missing.