There's no difference in the actual model (or its architecture) - but we realized that the "trades" (this can be made more precise if you'd like) MQT would be a martingale against encompass a large class of volatility definitions, so we gave an example of a novel volatility measure (or a trade) that isn't the classical definition and showed MQT works well against it (Theorem 8.1 and Eqn 14).
Hi there - one of the authors of MQTransformer here. Feel free to send us an email and we can help you with this! (Our emails should be on the paper - if you cant find it, let us know here and we'll add it)
Looking forward to it!
There's no difference in the actual model (or its architecture) - but we realized that the "trades" (this can be made more precise if you'd like) MQT would be a martingale against encompass a large class of volatility definitions, so we gave an example of a novel volatility measure (or a trade) that isn't the classical definition and showed MQT works well against it (Theorem 8.1 and Eqn 14).