Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces

By Sadanand Singh, Allam Reddy, Manan Chopra

Published 2026-06-15

Everscope rating

1448.6

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Hybrid Convolutional VAE with Deterministic Per-Tenor Routing Rule. Problem types: Regression, Anomaly Detection, Generative Modeling, Transfer Learning, Unsupervised Learning, Risk Management, Market Making.

arXiv:2606.16961 · Code · Paper rankings

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