Informace o projektu
Leveraging information extraction from option markets for predicting volatility in financial assets (EIOTPVFA)

The project focuses on analyzing option indicators, particularly the variance risk premium (VRP), and their impact on predicting the volatility of various financial assets, including ETFs, stocks, and cryptocurrencies. This project connects the literature in the area of option analysis and volatility prediction in order to reach an effective synthesis of knowledge and further contribute to the research. The main goal is to improve the predictive power of models using these indicators and a modified HAR-RV model. The results may enhance risk management and the optimization of trading strategies.