Tag: transformers

All the writing and notes filed under "transformers" — 1 entry.

• TempoSurfViT: Surface-Aligned, Temporally-Aware Transformers for Realized Volatility Forecasting→

  15 May 2026

  · 43 min ·

  • #machine-learning
  • #finance
  • #volatility
  • #transformers
  • +3
  • +1

  A masked-autoencoder-pretrained ViT that tokenizes IV surfaces along financial axes and consumes a stack of past surfaces to produce calibrated distributional forecasts of realized volatility. Evaluates whether the representation improves on HAR-RV-IV and supports a profitable variance-swap rule. Synthetic-data pipeline validation only, real OptionMetrics results pending.