2 papers
q-fin.RM2024
Uncertainty in the financial market and application to forecastabnormal financial fluctuations
Shige Peng, Shuzhen Yang, Wenqing Zhang
The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the…
q-fin.MF2023
Fixed-point iterative algorithm for SVI model
Shuzhen Yang, Wenqing Zhang
The stochastic volatility inspired (SVI) model is widely used to fit the implied variance smile. Presently, most optimizer algorithms for the SVI model have a strong dependence on…