Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction.
Yu ZhengYongxin YangBowei ChenPublished in: KDD (2021)
Keyphrases
- domain knowledge
- neural network
- artificial neural networks to predict
- stock market
- financial time series
- stock price
- prior knowledge
- financial markets
- prediction accuracy
- stock index futures
- prediction model
- financial crisis
- three dimensional
- financial data
- pattern recognition
- artificial neural networks
- prediction error
- multi layer perceptron
- surface reconstruction
- surface model
- prediction algorithm
- neural network ensemble
- neural networks and support vector machines
- stock returns
- genetic algorithm
- training data
- multilayer perceptron
- d objects
- background knowledge
- financial forecasting
- domain experts
- grey model
- multi layer
- maximum a posteriori
- radial basis function network
- stock exchange
- short term
- self organizing maps
- chaotic time series
- cash flow
- prior information
- neural network model
- range data
- neural nets