Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods-Reference-Cited by-同舟云学术

Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods

Published:2022-05 Issue: Volume: Page:
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Container-title:2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
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Author:

Thavaneswaran Aerambamoorthy¹,Liang You²,Das Sanjiv³,Thulasiram Ruppa K.⁴,Bhanushali Janakumar²

Affiliation:

1. University of Manitoba,Department of Statistics,Winnipeg,Canada

2. Ryerson University,Department of Mathematics,Toronto,Canada

3. Santa Clara University,Leavey School of Business,Santa Clara,USA

4. University of Manitoba,Department of Computer Science,Winnipeg,Canada

Publisher

IEEE

Link

Reference19 articles.

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