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Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface Journal article
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface[J]. IEEE Transactions on Computational Social Systems, 2024, 11(1), 267-281.
Authors:  Qi, Yuanyuan;  Guo, Guoxiang;  Wang, Yang;  Yen, Jerome
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.5/4.6 | Submit date：2023/01/30
Asset Movement Prediction  Deep Learning  Image Processing  Implied Volatility (Iv)  Market Sentiment  
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:  Xu, Shaowei;  Huan, Hongxin;  Qi, Yuanyuan;  Guo, Guoxiang;  Yen, Jerome
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2023/03/06
Asset Movement Prediction  Stochastic Volatility Model  Sabr Volatility Model  Machine Learning