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Examining Challenges in Implied Volatility Forecasting: A Critical Review of Data Leakage and Feature Engineering combined with High-Complexity Models

Crossref DOI link: https://doi.org/10.1007/s10614-025-11172-z

Published Online: 2025-11-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Arratia, Argimiro https://orcid.org/0000-0003-1551-420X
El Daou, Mahmoud

Kagerhuber, Jan

Smolyarova, Yulia
Funding

Funding for this research was provided by:

Universitat Politècnica de Catalunya
License Information

Text and Data Mining valid from 2025-11-11

Version of Record valid from 2025-11-11
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Article History

Received: 22 December 2024

Accepted: 28 October 2025

First Online: 11 November 2025

Declarations

:

: The authors report there are no competing interests to declare.

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