Before revision:  The research of this study has a fundamental methodological contribution to the emerging trend of applying the state-of-the-art information technology into business studies as our model provides a frameworkof integrating data-driven machine learning algorithms with financial theories and this framework can be easily extended and applied to solve other problems in finance or other business fields .
After revision:  This study has two main methodological contributions. First, an accurate deep learning prediction model is developed and tailored to implied volatility surfaces. Second, a framework, which seamlessly combines data-driven machine learning algorithms with financial theories and this framework can be easily extended and applied to solve other problems in finance or other business fields .