Financial Asset Volatility Prediction
This paper (available per request) contains step-by-step guidance for data construction from scratch and provides codes with flexible parameter tuning and architecture changes. The trained network allows predicting the implied volatility of an option by only having its moneyness and maturity time.The proposed model is lightweight and very fast.
About Me
I am a Machine Learning Engineer who’s delivered effective and engaging solutions. I worked especially on financial Data Analysis and on Computer Vision projects as Object Detection and OCR. I have experience with Data scraping and/or amazing visualization as well. Skills: Python, PyTorch, Scrapy, TensorFlow, Keras, Numpy/Pandas, Matlab, R
$ 20 USD/hr
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