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Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model.

A. ThavaneswaranRuppa K. ThulasiramJulieta FrankZimo ZhuManmohit Singh
Published in: FUZZ-IEEE (2019)
Keyphrases
  • data driven
  • feed forward neural networks
  • neural network model
  • probabilistic model
  • probability distribution
  • fuzzy logic
  • fuzzy sets
  • data mining techniques
  • back propagation
  • fuzzy inference system
  • option pricing