Option Volatility Investment Strategy: The Combination of Neural Network and Classical Volatility Prediction Model
This study focuses on the volatility prediction and option volatility investment. By investigating the traditional Volatility Prediction Model and machine learning algorithms, this study tries to merge these two aspects together. This work setup a bridge of previous financial studies and machine lea...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/8952996 |
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