Fabio Ferreira

Karlsruhe Institute of Technology

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

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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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Abstract:

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