Finding 3353Emerging EvidenceValidation V0
Trained on 1,051 arbitrage-free SPX surfaces from 2018--2023 with QuantLib labels, the system achieves high accuracy, with errors concentrated at long maturities and near at-the-money, where spreads dominate small prices.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
Trained on 1,051 arbitrage-free SPX surfaces from 2018--2023 with QuantLib labels, the system achieves high accuracy, with errors concentrated at long maturities and near at-the-money, where spreads dominate small prices.
key_findings bullet 2 · key_findings
Inspect source: Deep Learning Option Pricing with Market Implied Volatility Surfaces →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.