Predicting option implied volatility features using machine learning models: A comparative study with traditional implied volatility models

Additional Metadata
Keywords	machine learning; implied volatility; forest models; neural networks; ensembles; black-scholes
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/67130
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lent, M.A.Y. van. (2023, August 26). Predicting option implied volatility features using machine learning models: A comparative study with traditional implied volatility models. Econometrie. Retrieved from http://hdl.handle.net/2105/67130

Publication