Artificial Neural Networks Performance in WIG20 Index Options Pricing.
Maciej WysockiRobert SlepaczukPublished in: Entropy (2022)
Keyphrases
- artificial neural networks
- option pricing
- black scholes model
- double exponential
- neural network
- back propagation
- computational intelligence
- neural network model
- using artificial neural networks
- application of artificial neural networks
- database
- recurrent neural networks
- data structure
- genetic algorithm ga
- multilayer perceptron
- stock price
- artificial intelligence
- real time
- data sets
- data mining
- neural models
- decision analysis
- mechanism design
- structural similarity
- soft computing
- information systems
- index structure
- case study