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Liang, Kaiwei, Liu, Ruirui, Huang, Huichou, Ruf, Johannes ORCID: 0000-0003-3616-2194, Zhao, Peilin and Wu, Qingyao
(2025)
Hexagon-net: heterogeneous cross-view aligned graph attention networks for implied volatility surface prediction.
In:
Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining.
Association for Computing Machinery.
(In Press)