Degree of Irrationality: Sentiment and Implied Volatility Surface

By Jiahao WENG, Yan XIE

Published 2024-05-18

Everscope rating

1548.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Sentiment-enhanced VAR model. Problem types: Time Series Forecasting, Natural Language Processing.

arXiv:2405.11730 · Paper rankings

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