Jonas Rothfuss

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

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Forward-looking P

Number of pages: 37 Posted: 17 Aug 2019
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, ETH Zürich and Karlsruhe Institute of Technology
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Citation 1

Abstract:

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physical density, density prediction, neural network, option-implied, forward-looking, return forecast, variance forecast, machine learning