Machine learning for daily realised volatility prediction - Alexandra Gkolia

[@krishbalar5116]

Can I get the code notebook for reference

[@YashDarak-z8w]

Hey! Can you provide the code for reference? I would love to understand how this works. Thank you.

[@alexli2023]

That’s cool

[@notasan]

Did you forecast the direction or magnitude too?

[@ShubhamSinghYoutube]

direction most likely, because of the accuracy

[@sseriously3043]

thesis in 7 minutes. wow ))

[@PF-vn4qz]

But come on are you mixing the stocks together so how can you even assess performance for that?

[@ShubhamSinghYoutube]

you mean industry or sector level aggregation?