HyperIV: Real-time Implied Volatility Smoothing

Yongxin Yang, Wenqi Chen, Chao Shu, Timothy M. Hospedales
2/14/2026

No official code found. Best implementation: qmfin/hyperiv (15 stars, MIT, last commit 2025-05-29).

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qmfin/hyperivCommunity72%
MIT

HyperIV: Real-time Implied Volatility Smoothing

157Python, Jupyter NotebookJan 29, 20251 years agoMIT

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@article{yang2026hyperiv,
  title  = {HyperIV: Real-time Implied Volatility Smoothing},
  author = {Yongxin Yang and Wenqi Chen and Chao Shu and Timothy M. Hospedales},
  year   = {2026},
  url    = {https://api.semanticscholar.org/CorpusID:439c9f304c479d12669b1da974e826f79e8f8c00},
  journal = {ICML 2025 2025}
}

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