Trading signals in VIX futures (Q5075243)
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scientific article; zbMATH DE number 7524848
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Trading signals in VIX futures |
scientific article; zbMATH DE number 7524848 |
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Trading Signals in VIX Futures (English)
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10 May 2022
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VIX futures
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trading signals
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contango
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deep learning
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feedforward neural networks
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cross validation
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0.7666367292404175
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0.7391926050186157
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0.7391425967216492
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0.7357617616653442
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0.7316835522651672
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