The Effect of Regression Methods on the Performance of Options Pricing using Machine Learning.
Lin LiZuoquan GongLi ZhengXi YuMingsen DengPublished in: ICEME (2022)
Keyphrases
- regression methods
- machine learning
- regression model
- linear regression
- regression algorithm
- logistic regression
- option pricing
- kernel regression
- regression method
- ridge regression
- partial least squares
- black scholes model
- pattern recognition
- model selection
- computer vision
- feature selection
- support vector machine
- decision trees
- text classification
- learning algorithm
- information extraction
- data mining
- rough sets
- robust regression
- support vector
- least squares
- supervised learning
- semi supervised learning
- unsupervised learning
- mutual information