Because implied volatility is essential for pricing options, analyzing derivative strategies and measuring risk in investment portfolios containing derivatives, understanding variations in implied volatility also becomes vital. Aside from a secular trend, volatility clustering and calendar...

The stock excess return forecast with SEC 8-K filings via machine learning presents a challenge in business and AI. In this study, we model it as an im-balanced learning problem and propose an SVM forecast with tuned Gaussian kernels that demonstrate better performance in comparison with peers....