A Simple Method of Forecasting Option Prices Based on Neural Networks.

Xun Liang Haisheng Zhang Xiang Li

Published in: IEA/AIE (2009)

Keyphrases

neural network
option pricing
pattern recognition
backpropagation neural networks
short term
artificial neural networks
financial forecasting
recurrent neural networks

genetic algorithm
fuzzy logic
electricity markets
support vector regression
long run
fuzzy systems
prediction model
back propagation

artificial neural network models
chaotic time series
soft computing
neural network model
dynamic pricing
self organizing maps
fault diagnosis
feed forward

technical indicators
market participants
market clearing
neural nets
predictive model
exchange rate
hopfield neural network