Volatility Modeling (part 2): Journey from ARCH to NN and DL

Code included for hands-on experimentation with NN and DL in quant finance.

In this post, we will proceed with computing predictions for the volatility of an individual stock. We'll begin by employing Support Vector Regression (SVR) and examine the outcomes using various kernels. Next, we'll utilize the MLPRegressor, which is an implementation of a Multi-layer Perceptron (MLP). Following that, we'll implement the Long Short-Ter…