Dear Spiral user, We’re pleased to introduce Helix, https://helix.imperial.ac.uk/ Imperial’s new repository for research datasets. Please use Helix for all future dataset deposits. There is no change to Spiral -continue depositing as usual. For queries, contact the Research Data Management team at rdm-enquiries@imperial.ac.uk. Kind regards, the Spiral Team.
 
"S&P 500 and VIX Option Pricing With Long Memory: FIGARCH(1,d,1) and LSTM vs. Neural Network"
Author(s)
Opanasenko, Yanina
Type
Dissertation
Version
Imperial Users only
Date Issued
2020
Date Awarded
2020
URI
Creator
Opanasenko, Yanina
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Financial Technology