A Nonparametric Approach to Pricing Convertible Bond via Neural Network.
Wei ZhouMeiying YangLiyan HanPublished in: SNPD (2) (2007)
Keyphrases
- neural network
- convertible bonds
- option pricing
- pricing model
- financial crisis
- data driven
- artificial neural networks
- back propagation
- radial basis function
- pattern recognition
- neural network is trained
- recurrent neural networks
- data structure
- learning vector quantization
- prediction model
- nonparametric regression
- multilayer perceptron
- feedforward neural networks
- mechanism design
- image reconstruction from projections
- neural network model
- fault diagnosis
- profit maximization
- black scholes model
- auto associative
- kernel density estimation
- feed forward neural networks
- training algorithm
- hidden layer
- feed forward
- self organizing maps
- fuzzy logic