3 citations · 11 across the 24 of their papers we have counts for
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q-fin.ST2026
When the Fed Speaks: Dynamics and Forecasts of the Volatility Surface
Lukasz Adamski, Robert Slepaczuk
Our primary goal is to forecast and empirically examine the evolution of the implied volatility (IV) surface, with particular focus on the dates of scheduled meetings of the Federa…
q-fin.ST2024
Enhancing literature review with LLM and NLP methods. Algorithmic trading case
Stanisław Łaniewski, Robert Ślepaczuk
This study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading. By filtering a dataset of 136 million research papers, we ide…