Nowcasting Stock Implied Volatility with Twitter

no code implementations • 31 Dec 2022 • Thomas Dierckx, Jesse Davis, Wim Schoutens

In this study, we predict next-day movements of stock end-of-day implied volatility using random forests.

Market Making via Reinforcement Learning in China Commodity Market

no code implementations • 18 May 2022 • Junshu Jiang, Thomas Dierckx, Duxiang Xiao, Wim Schoutens

Market makers play an essential role in financial markets.

reinforcement-learning Reinforcement Learning (RL)

Using Machine Learning and Alternative Data to Predict Movements in Market Risk

no code implementations • 16 Sep 2020 • Thomas Dierckx, Jesse Davis, Wim Schoutens

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years.

Asset Management BIG-bench Machine Learning