Implied volatility parameterization based on a machine learning polynomial approach.
Mostafa Pouralizadeh JobejarkolAbdolrahim BadamchizadehManuel MoralesPublished in: Intell. Data Anal. (2018)
Keyphrases
- machine learning
- application of machine learning methods
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- stock market
- decision trees
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- explanation based learning
- machine learning approaches
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- garch model
- financial markets
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- computer science
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- learning tasks
- information retrieval
- supervised learning
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- genetic algorithm
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- natural language
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- financial crisis
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