Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter

Documenti analoghi

• Electricity Spot Prices Forecasting Using Stochastic Volatility Models
  di: Batyrov, Andrei Renatovich
  Pubblicazione: (2024)
• The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
  di: Maitrier, Guillaume, et al.
  Pubblicazione: (2025)
• A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
  di: Mesfin, Mathias
  Pubblicazione: (2026)
• The Negative Drift of a Limit Order Fill
  di: DeLise, Timothy
  Pubblicazione: (2024)
• Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise
  di: Karbalaii, Mahya
  Pubblicazione: (2025)