Research paper / RESOURCE PROFILE

Volatility has to be rough

Publication: Volatility has to be rough. Published Feb 21, 2020.

Research & Papers
arxiv.orgPublished Feb 21, 2020
Visit source website ↗

Overview

Publication: Volatility has to be rough. Published Feb 21, 2020.

Publication information

Publication title
Volatility has to be rough
Authors
Masaaki Fukasawa
Published
Feb 21, 2020
Last publication revision
Feb 21, 2020
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2002.09215v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2002.09215 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.