Pricing options and computing implied volatilities using neural networks.
Shuaiqiang LiuCornelis W. OosterleeSander M. BohtéPublished in: CoRR (2019)
Keyphrases
- neural network
- option pricing
- stock price
- pattern recognition
- artificial neural networks
- black scholes model
- double exponential
- fuzzy logic
- artificial intelligence
- genetic algorithm
- multi layer
- data sets
- long term
- computational intelligence
- back propagation
- fault diagnosis
- neural network model
- feed forward
- neural nets
- risk management
- decision making