Arthur Böök

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

Hanken School of Economics

PB 287

Helsinki, Vaasa 65101

Finland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,401

SSRN RANKINGS

Top 45,401

in Total Papers Downloads

1,330

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  Interested in financial markets and data science  ”

Scholarly Papers (4)

1.

The Forecasting Power of Short-term Options

Number of pages: 50 Posted: 15 Jun 2020
Arthur Böök and Carlo Sala
ESADE Business School and ESADE Business School
Downloads 493 (75,228)

Abstract:

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Quantiles, Expectiles, Weekly options, Forecasting

2.

Predicting Future Implied Volatility Surface Using TDBP-Learning

Number of pages: 60 Posted: 04 Dec 2020 Last Revised: 29 Jun 2021
Daniel Alexandre Bloch and Arthur Böök
Université Paris VI Pierre et Marie Curie and ESADE Business School
Downloads 348 (112,694)

Abstract:

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Forecasting the Implied Volatility Surface, Reinforcement Learning, Temporal Difference Backpropagation Learning, Conditional Expectations

3.

Predicting Conditional Expectations For Path-Dependent Events Using TDBP-Learning

Number of pages: 116 Posted: 25 Sep 2020 Last Revised: 02 Nov 2020
Daniel Alexandre Bloch and Arthur Böök
Université Paris VI Pierre et Marie Curie and ESADE Business School
Downloads 260 (153,315)
Citation 1

Abstract:

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Multi-step Prediction Problems, Reinforcement Learning, Temporal Difference Backpropagation Learning, Predictive Representation Theory, Conditional Expectations, Conditional Probabilities

4.

Deep Learning Based Dynamic Implied Volatility Surface

Number of pages: 31 Posted: 14 Nov 2021
Daniel Alexandre Bloch and Arthur Böök
Université Paris VI Pierre et Marie Curie and ESADE Business School
Downloads 229 (174,303)

Abstract:

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Deep Networks, Convolutional LSTM, Dynamic Implied Volatility Surface, Option Pricing and Hedging, Risk Analysis, Volatility Trading