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Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.; Galakis, John; Vrontos, Ioannis D. - In: Quantitative finance 21 (2021) 10, pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
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Modeling and predicting U.S. recessions using machine learning techniques
Vrontos, Spyridon D.; Galakis, John; Vrontos, Ioannis D. - In: International journal of forecasting 37 (2021) 2, pp. 647-671
Persistent link: https://www.econbiz.de/10012792860