Quant Letter: January 2024, Week-3
blog.ml-quant.com
Quant Letter: January 2024, Week-3
Weekly (30th Edition)
SSRN
Recently Published
Quantitative
SpotV2Net: Intraday Spot Volatility Forecasting: SpotV2Net, a new forecasting model based on Graph Attention Network architecture, enhances the accuracy of intraday spot volatility predictions for financial assets. (2024-01-11, shares: 2.0)
Model Averaging & Double Machine Learning: The article presents two new stacking …
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.