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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.
Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining,2.
Association for Computing Machinery, New York, NY, 1671 - 1682.
ISBN 9798400714542