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ssvi

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AlexMilekhin / Volatility-Surface-Modelling-ML-Forecasting

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A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (LSTM + Self-Attention) to predict future Implied Volatility surfaces.

machine-learning quantitative-finance implied-volatility svi options-pricing volatility-surface ssvi risk-neutral-density
  • Updated Dec 12, 2025
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