A CNN Based System for Predicting the Implied Volatility and Option Prices.

Xiangyu Wei Zhilong Xie Rui Cheng Qing Li

Published in: HICSS (2020)

Keyphrases

cellular neural networks
stock price
option pricing
stock market
technical indicators
convolutional neural network
mutual information
payoff functions
data sets
electronic commerce
exchange rate
financial markets