Designing a Combinatorial Financial Options Market.
Xintong WangDavid M. PennockNikhil R. DevanurDavid M. RothschildBiaoshuai TaoMichael P. WellmanPublished in: CoRR (2021)
Keyphrases
- stock price
- option pricing
- stock market
- financial data
- financial markets
- financial crisis
- decision making
- foreign exchange
- financial institutions
- stock returns
- stock exchange
- listed companies
- trading strategies
- dow jones
- portfolio optimization
- short term
- non stationary
- market share
- trading systems
- chinese stock market
- neural network
- credit risk
- business opportunities
- genetic algorithm