@article{deepvolvolatilityforecastingfromhigh,
  title = {DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions},
  author = {Fernando Moreno-Pino and Stefan Zohren},
  year = {2022},
  eprint = {2210.04797},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2210.04797v3},
}