[KongchangAI]
Unverified50% confidenceBenchmarkExact time

In an S&P 500 option chain experiment, after sparsifying the data to retain only 20 quotes and introducing no-arbitrage constraints, the out-of-sample extrapolation error on the held-out set decreased by 22% and the calendar arbitrage occurrence rate dropped from 10% to 1%.

1
Sources
50%
Confidence
Long-term
Relevance
10/12/2026
First Seen

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