Hybrid Convolutional VAE for Crypto Volatility Surfaces
A convolutional variational autoencoder trained on 6,034 Binance Options surfaces for BTC and ETH achieves 0.94-1.56 vol-point RMSE under 10-50% masking. The hybrid predictor reduces error from 7.00 to 0.83 vol points at 50% masking, outperforming parametric re-fit in structured hole patterns and detecting abnormal market events without supervision.