Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast

Computer Science

• Convolutional Neural Network 100%
• Bidirectional Long Short-Term Memory Network 100%
• Parallel Architectures 100%
• Deep Neural Network 11%
• Long Short-Term Memory Network 11%
• Neural Network 11%
• Global Standard 11%
• Autoregressive Process 11%

Mathematics

• Implied Volatility 100%
• Convolutional Neural Network 100%
• Batch Size 37%
• Standard Deviation 37%
• Variance 12%
• Bootstrapping 12%
• Autoregressive Model 12%
• Serial Dependence 12%
• Deep Neural Network 12%
• Neural Network 12%