This study employs seven advanced machine learning approaches to conduct numerical predictions of the next-day returns of VIX constant-maturity futures (VIX CMFs) using the term structure information
This study employs seven advanced machine learning approaches to conduct numerical predictions of the next-day returns of VIX constant-maturity futures (VIX CMFs) using the term structure information
*p<.05. CPT-II1: Conners’ Continuous Performance Test-version 2; Processing speed 2: mean scaled score of Color Word –color naming, word reading and Trail Making test task 2 and 3; TMT-43: D-KEFS Trai
