Question
Use the Python code at www-2.rotman.utoronto.ca/~hull to repeat the analysis in Section 6.9 adding the value of the VIX index (observed on the first of
Use the Python code at www-2.rotman.utoronto.ca/~hull to repeat the analysis in Section 6.9 adding the value of the VIX index (observed on the first of the two days that the implied vola tility and S&P 500 are observed) as a feature. Values for the VIX index can be downloaded from the Yahoo Finance website.
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Machine Learning And Knowledge Discovery In Databases European Conference Ecml Pkdd 2019 Wurzburg Germany September 16 20 2019 Proceedings Part 2 Lnai 11907
Authors: Ulf Brefeld ,Elisa Fromont ,Andreas Hotho ,Arno Knobbe ,Marloes Maathuis ,Celine Robardet
1st Edition
3030461467, 978-3030461461
