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"Towards Data-Driven Volatility Modeling with Variational Autoencoders."

Thomas Dierckx, Jesse Davis, Wim Schoutens (2022)

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DOI: 10.1007/978-3-031-23633-4_8

access: closed

type: Conference or Workshop Paper

metadata version: 2023-02-25

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  dblp key:
  - conf/pkdd/DierckxDS22
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  persistent URL:
  - https://dblp.org/rec/conf/pkdd/DierckxDS22
Thomas Dierckx, Jesse Davis, Wim Schoutens:
Towards Data-Driven Volatility Modeling with Variational Autoencoders. PKDD/ECML Workshops (2) 2022: 97-111

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