Browsing BI Open by Author "Hvalbye, William Gunnholt"
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Forecasting Implied Volatility Returns for At-The-Money Currency Options Using Machine Learning
Kanavin, Philip Sigurd Risgaard; Hvalbye, William Gunnholt (Master thesis, 2023)This paper explores the use of machine learning models to predict what characteristics affect illiquidity in stocks using historical data. The paper uses thirteen different regressions, exploring the effects of 43 ...