NN-OPT: Neural Network for Option Pricing Using Multinomial Tree.
Hung-Ching ChenMalik Magdon-IsmailPublished in: ICONIP (3) (2006)
Keyphrases
- neural network
- option pricing
- back propagation
- neural network model
- stock price
- black scholes
- artificial neural networks
- decision analysis
- knn
- black scholes model
- backpropagation neural network
- nearest neighbor
- text classification
- probabilistic model
- fault diagnosis
- real option
- multilayer perceptron
- fuzzy logic
- genetic algorithm
- radial basis function
- evolutionary algorithm
- knowledge base