Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data.
Kumar ShubhamVivek TiwariKuldip Singh PatelPublished in: Int. J. Artif. Intell. Tools (2023)
Keyphrases
- learning models
- predictive model
- learned models
- prior knowledge
- statistical methods
- bayesian methods
- data sets
- human experts
- high dimensional data
- experimental data
- learning algorithm
- probability distribution
- training data
- historical data
- accurate models
- data mining techniques
- input data
- background knowledge
- data analysis
- data mining methods
- hidden variables
- neural network
- sensory data
- data sources
- relational models
- learning process
- missing values
- automatically learned
- noisy data
- benchmark datasets
- probabilistic model
- reinforcement learning
- classification models
- learning scheme
- database
- machine learning methods
- multiple models
- active learning
- data structure
- latent factors
- data mining models
- multivariate regression