Discovering parametrizations of implied volatility with symbolic regression

By Martin Keller-Ressel, Hannes Nikulski

Published 2026-03-24

Everscope rating

1667.6

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Symbolic Regression with PySR. Problem types: Regression, Optimization, Structured Prediction.

arXiv:2603.21892 · Paper rankings

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