Predicting Individual Equity Options Implied Volatility With Machine Learning

Additional Metadata
Keywords	Machine Learning; Options; Implied Volatility Prediction; Cross-Section of Equity Options; Implied Volatility Surface; Ridge Regression; Lasso Regression; Ordinary Least Squares; Elastic Net; Support Vector Regression; Random Forest; Neural Networks; Ensembles; Variable Importance; Fintech
Thesis Advisor	Grith, M
Persistent URL	hdl.handle.net/2105/67141
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	Knol, L. (2023, August 21). Predicting Individual Equity Options Implied Volatility With Machine Learning. Econometrie. Retrieved from http://hdl.handle.net/2105/67141

Predicting Individual Equity Options Implied Volatility With Machine Learning