aAIM is Aiming, as defined in eqn (15); bCVR is Coverage, as defined in eqn (16); cACC is Accuracy, as defined in eqn (17); dATR is Absolute-True-Rate, as defined in eqn (18); eAFR is Absolute-False-R
aAIM is Aiming, as defined in eqn (15);bCVR is Coverage, as defined in eqn (16);cACC is Accuracy, as defined in eqn (17);dATR is Absolute-True-Rate, as defined in eqn (18);eAFR is Absolute-False-Rate,
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
