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q-fin.CP2026
Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks
Mingzhi Yang, Sheng Wang, Chao Zhang +1
Modeling the dynamics of option implied volatility surface (IVS) is crucial for pricing, hedging, and risk-managing option portfolios. We develop a universal conditional diffusion…
q-fin.CP2025
Forecasting Intraday Volume in Equity Markets with Machine Learning
Mihai Cucuringu, Kang Li, Chao Zhang
This study focuses on forecasting intraday trading volumes, a crucial component for portfolio implementation, especially in high-frequency (HF) trading environments. Given the curr…