Quant Letter: December 2023, Week-2

Weekly (26th Edition)

Dec 13, 2023

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ML-Quant Website

The ml-quant website has been revamped, there are a few more improvements coming over the next month. Unlike the old website, this one is free! Enjoy the newsletter.

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Volatility Modeling with Covariates using Deep Learning: The RECHX model, integrating exogenous variables into a recurrent neural network, …

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