Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes.
Ali HirsaTugce KaratasAmir OskouiPublished in: CoRR (2019)
Keyphrases
- neural network
- option pricing
- black scholes model
- genetic algorithm
- double exponential
- camera calibration
- learning algorithm
- artificial neural networks
- unsupervised learning
- feature selection
- neural nets
- back propagation
- supervised learning
- multilayer perceptron
- semi supervised
- fuzzy systems
- fuzzy logic
- hand eye coordination
- pattern recognition
- associative memory
- multi layer
- data sets