most citedForecasting VIX using interpretable Kolmogorov-Arnold networks

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

cs.LG2025★ 1 cited

Forecasting VIX using interpretable Kolmogorov-Arnold networks

So-Yoon Cho, Sungchul Lee, Hyun-Gyoon Kim

This paper presents the use of Kolmogorov-Arnold Networks (KANs) for forecasting the CBOE Volatility Index (VIX). Unlike traditional MLP-based neural networks that are often critic…

math.PR2006

Entropy method for the left tail

Hyungsu Kim, Chul Ki Ko, Sungchul Lee

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many ti…