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Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs.

Catalina I. HurwitzSuchismita MishraRobert T. DaiglerIhsan Badshah
Published in: Algorithmic Finance (2022)
Keyphrases
  • genetic algorithm
  • contextual information
  • financial markets
  • machine learning
  • video sequences
  • optimization problems
  • spatial information
  • highly nonlinear