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.
no code implementations • 18 May 2022 • Junshu Jiang, Thomas Dierckx, Duxiang Xiao, Wim Schoutens
Market makers play an essential role in financial markets.
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.