Degree of Irrationality: Sentiment and Implied Volatility Surface

By Jiahao WENG, Yan XIE

Rating

1543
Battle Count: 66

Relevance

8/10
Highly relevant for options trading strategies and volatility forecasting in quantitative finance

Implementation Complexity

7/10
Requires expertise in both financial modeling and deep learning techniques

Reproducibility

3/5
Data sources and methodology are described, but no code repository is provided

About this paper

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

The interactive Everscope explorer (charts, battles, favorites) loads below.