When the Fed Speaks: Dynamics and Forecasts of the Volatility Surface

By Łukasz Adamski, Robert Ślepaczuk

Published 2026-08-12

Everscope rating

1684.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Convolutional 2D LSTM for IV Surface Forecasting. Problem types: Time Series Forecasting, Regression, Risk Management.

arXiv:2608.10693 · Paper rankings

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