RBF methods in a Stochastic Volatility framework for Greeks computation.

Salvatore Cuomo Francesco Piccialli Federica Sica

Published in: J. Comput. Appl. Math. (2020)

Keyphrases

computational cost
hybrid method
data sets
information retrieval
preprocessing
artificial neural networks
benchmark datasets
multiple instance learning
significant improvement
probabilistic model
main contribution
machine learning methods
statistical methods
optimization methods
stock price