| Autor: |
Pylov Petr, Dyagileva Anna, Protodyakonov Andrey |
| Jazyk: |
English<br />French |
| Rok vydání: |
2023 |
| Předmět: |
|
| Zdroj: |
E3S Web of Conferences, Vol 402, p 03022 (2023) |
| Druh dokumentu: |
article |
| ISSN: |
2267-1242 |
| DOI: |
10.1051/e3sconf/202340203022 |
| Popis: |
Volatility is one of the most commonly used terms in the trading platform. In financial markets, volatility reflects the magnitude of price fluctuations. High volatility is associated with periods of market turbulence and sharp price fluctuations, while low volatility characterizes more relaxed pricing. When trading options, it is especially important for trading firms to accurately predict volatility values, since the price of options is directly related to the profit of a trading firm. A proactive artificial intelligence model that allows predicting volatility for future periods of time will be presented in this article. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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