Reproduce “Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series” on OpenResearch
Turn your favorite coding agents into research agents that review literature, develop hypotheses, and run experiments.
Universal app for Apple silicon and Intel. Requires macOS 11 or later.
About this paper
Qiang Zhang, Rui Luo, Yaodong Yang, Yuanyuan Liu
Tip: change arxiv.org to autoarxiv.org in any arXiv abstract link to open the paper here.