Integration of Fractional Order Black-Scholes Merton with Neural Network.
Sarit MaitraVivek MishraGoutam Kr. KunduKapil AroraPublished in: IIT (2023)
Keyphrases
- fractional order
- neural network
- black scholes
- differential equations
- feedback control
- option pricing
- pid controller
- dynamical systems
- transfer function
- proportional integral derivative
- closed loop
- numerical methods
- pattern recognition
- diffusion equation
- back propagation
- stock exchange
- artificial neural networks
- fuzzy numbers
- image analysis
- neural network model
- edge detection
- knn
- control system