Using internet search attention to predict the change of option implied volatility: Analysis based on artificial neural network

LI Xingyi, LIU Yanchu, ZHU Shushang

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (7) : 2055-2071.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (7) : 2055-2071. DOI: 10.12011/SETP2022-2020

Using internet search attention to predict the change of option implied volatility: Analysis based on artificial neural network

  • LI Xingyi1,2, LIU Yanchu3, ZHU Shushang1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(7): 2055-2071 https://doi.org/10.12011/SETP2022-2020

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