Variational Autoencoders: A Hands-Off Approach to Volatility-Reference-Cited by-同舟云学术

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Variational Autoencoders: A Hands-Off Approach to Volatility

Published:2022-04-22 Issue:2 Volume:4 Page:125-138
ISSN:2640-3943
Container-title:The Journal of Financial Data Science
language:en
Short-container-title:JFDS

Author:

Bergeron Maxime,Fung Nicholas,Hull John,Poulos Zissis,Veneris Andreas

Publisher

Pageant Media US

Subject

Finance,Information Systems and Management,Information Systems,Computational Theory and Mathematics,Artificial Intelligence,Strategy and Management,Business and International Management,Business, Management and Accounting (miscellaneous)

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders;SIAM Journal on Financial Mathematics;2023-10-11

2. A Variational Autoencoder Approach to Conditional Generation of Possible Future Volatility Surfaces;SSRN Electronic Journal;2023

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