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anthonyli01 / Neural-Network-Approach-to-Implied-Volatility-Forecasting

Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

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anthonyli01/Neural-Network-Approach-to-Implied-Volatility-Forecasting Issues