GitHub - anthonyli01/Neural-Network-Approach-to-Implied-Volatility-Forecasting: Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

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Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

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Neural Network Approach to Implied Volatility Forecasting.pdf		Neural Network Approach to Implied Volatility Forecasting.pdf
Sentiment_Index.csv		Sentiment_Index.csv
poetry.lock		poetry.lock
pyproject.toml		pyproject.toml
shortened.ipynb		shortened.ipynb