What’s your target variable when modeling volatility?
PLog returns? Realized vol? Highlow range estimators? Every ML paper seems to pick something different so im not sure where to start
Posted Jul 9, 2025, 6:09 PM UTC
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PLog returns? Realized vol? Highlow range estimators? Every ML paper seems to pick something different so im not sure where to start
Posted Jul 9, 2025, 6:09 PM UTC