Single Stock Options Implied Volatility (Surface) Modeling via Machine Learning

Additional Metadata
Keywords	Options; Single Stock Options; Implied Volatility; Implied Volatility Surface; Implied Volatility Surface Mod- eling; Machine Learning; Hyperparameter Tuning; Ordinary Least Squares (OLS); Elastic Net; Regulariza- tion; Generalized Linear Model; Random Forest; Boosting; Neural Networks; Predictive Accuracy; Variable Importance; Parametric Models; 2-Step Approach
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/67171
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	Rathi, S. (2023, July 24). Single Stock Options Implied Volatility (Surface) Modeling via Machine Learning. Econometrie. Retrieved from http://hdl.handle.net/2105/67171

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