 Conventional financial conditions and empirical evidence related to the implied volatility are incorporated into the neural network architecture design and model training including no static arbitrage,  boundaries, asymptotic slope and volatility smile.
<meaning-changed>  Conventional financial conditions and empirical evidence related to the implied volatility are incorporated into the neural network architecture design and model training including no static arbitrage,  boundaries, asymptotic slope and volatility smile.
 Conventional financial conditions and empirical evidence related to the implied volatility are incorporated into the neural network architecture design and model training including no static arbitrage, limiting boundaries, asymptotic slope and volatility smile.