Stock Crash Risk Prediction With Implied Volatility Index: A Comparison of Tree-Based and Transformer-Based Models

IEEE Access 2026 Open access

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Authors: Heeseung Chung, Cheong Kim

DOI: 10.1109/access.2026.3656717

Cited by: 3

References: 78

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Distress and Bankruptcy Prediction Credit Risk and Financial Regulations

References 78