Steps towards a high-frequency financial decision support system to pricing options on currency futures with neural networks.
Christian von SpreckelsenHans-Jörg von MettenheimMichael H. BreitnerPublished in: Int. J. Appl. Decis. Sci. (2014)
Keyphrases
- decision support system
- high frequency
- financial markets
- risk management
- neural network
- low frequency
- stock price
- option pricing
- decision support
- decision making
- stock market
- visual quality
- subband
- high resolution
- wavelet transform
- black scholes model
- decision makers
- case based reasoning
- expert systems
- low pass
- data warehouse
- multi resolution analysis
- wavelet coefficients
- discrete wavelet transform
- damage assessment
- multicriteria decision making
- agent based architecture
- early warning
- management system
- high frequencies
- decision process
- disaster management
- high frequency components
- medical decision support systems
- data sets
- frequency domain
- frequency band