Extending the feature set of a data-driven artificial neural network model of pricing financial options.
Luis MontesdeocaMahesan NiranjanPublished in: SSCI (2016)
Keyphrases
- feature set
- neural network model
- data driven
- option pricing
- stock price
- financial markets
- black scholes model
- neural network
- feature selection
- double exponential
- artificial neural networks
- random forest
- feature vectors
- classification accuracy
- feature extraction
- stock market
- texture features
- neural models
- bp neural network
- feature space
- extracted features
- selected features
- back propagation neural network
- feature representation
- data sets
- rbf neural network
- feature subset
- real world
- syntactic features
- data mining
- individual features
- dynamic characteristics
- face recognition
- dimensionality reduction
- wavelet transform