Quantum-Inspired Tensor Neural Networks for Option Pricing.
Raj G. PatelChia-Wei HsingSerkan SahinSamuel PalmerSaeed S. JahromiShivam SharmaTomas DominguezKris TziritasChristophe MichelVincent PorteMustafa AbidStephane AubertPierre CastellaniSamuel MugelRoman OrusPublished in: CoRR (2022)
Keyphrases
- query processing
- option pricing
- quantum inspired
- neural network
- binary gravitational search algorithm
- quantum computing
- black scholes
- decision analysis
- immune clonal
- stock price
- real option
- genetic algorithm
- black scholes model
- artificial neural networks
- back propagation
- fuzzy logic
- fuzzy systems
- levenberg marquardt
- mutation operator
- computational intelligence
- data warehouse
- training algorithm
- soft computing
- stock market
- decision support system