Machine learning for option pricing: an empirical investigation of network architectures.
Laurens Van MieghemAntonis PapapantoleonJonas Papazoglou-HennigPublished in: CoRR (2023)
Keyphrases
- option pricing
- machine learning
- black scholes
- stock price
- decision analysis
- capital budgeting
- data mining
- knowledge acquisition
- reinforcement learning
- text mining
- artificial intelligence
- neural network
- feature selection
- statistical methods
- stock exchange
- knowledge representation
- black scholes model
- decision making
- financial markets
- multi criteria
- knowledge discovery
- knowledge engineering
- non stationary
- text classification
- information extraction