@article{forecastingvolatilitywithmachinelearning, title = {Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter}, author = {Siu Hin Tang and Mathieu Rosenbaum and Chao Zhou}, year = {2023}, eprint = {2311.04727}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2311.04727v2}, }