Name of Quantlet: DEDA_2024_NYCU
Published in: DEDA class 2024
Description: Trying to use NN model to predict the Taiwan index implied volatility.
Submitted: 04 April 2024
Keywords:
- Implied volatility
- NN model
- prediction
- Financial engineering
- Options
Author: Bo-Hsien Wu, Wei-Chen Liao, Yan,Lin ,Liu,Yun-De