Option valuation under no-arbitrage constraints with neural networks.
Yi CaoXiaoquan LiuJia ZhaiPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- neural network
- artificial neural networks
- fuzzy systems
- constraint satisfaction
- constraint programming
- cellular neural networks
- linear constraints
- constrained optimization
- back propagation
- constraint satisfaction problems
- data sets
- multilayer perceptron
- multi layer
- computational intelligence
- geometric constraints
- training process
- pattern recognition
- global constraints
- computer vision
- genetic algorithm
- hopfield neural network