Implied Volatility Based Margin Calculation On Cryptocurrency Markets.

Balazs Kralik Nora Felfoeldi-Szuecs Kata Váradi

Published in: ECMS (2022)

Keyphrases

financial markets
stock market
electronic commerce
stock price
support vector
stock trading
stock index futures
chinese stock market
turning points
garch model
financial crisis
maximum margin
decision boundary
multi class
objective function
trading strategies
enterprise systems
stock returns
genetic algorithm