Browsing Institutt for industriell økonomi og teknologiledelse by Author "Isern, Håkon Ramon"
Now showing items 1-2 of 2
-
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review
Gunnarsson, Elias Søvik; Isern, Håkon Ramon; Kaloudis, Aris; Risstad, Morten; Vigdel, Benjamin; Westgaard, Sjur (Journal article; Peer reviewed, 2024)In this systematic literature review, we examine the existing studies predicting realized volatility and implied volatility indices using artificial intelligence and machine learning. We survey the literature in order to ... -
Volatility Prediction and Uncertainty Quantification using Bayesian Neural Networks
Gunnarsson, Elias Søvik; Isern, Håkon Ramon (Master thesis, 2023)I denne avhandlingen utforsker vi Bayesianske metoder for usikkerhetskvantifisering gjennom dyp læring. Vi anvender metodene for å predikere CBOE VIX-indeksen, og vi sammenligner disse modellene med tradisjonelle deterministiske ...