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DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions - MaRDI portal

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions

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Publication:6657687

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DOI10.1080/14697688.2024.2387222MaRDI QIDQ6657687

Stefan Zohren, Unnamed Author

Publication date: 6 January 2025

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

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