Explainable neural network for pricing and universal static hedging of contingent claims.
Vikranth LokeshwarVikram BharadwajShashi JainPublished in: Appl. Math. Comput. (2022)
Keyphrases
- neural network
- convertible bonds
- financial markets
- option pricing
- pricing model
- artificial neural networks
- back propagation
- neural network model
- multilayer perceptron
- neural nets
- pattern recognition
- fuzzy artmap
- stock market
- neural network is trained
- health insurance
- data sets
- image reconstruction from projections
- backpropagation neural network
- black scholes model
- dynamic analysis
- feed forward neural networks
- activation function
- training algorithm
- health care
- self organizing maps
- knn