A Simple Method of Forecasting Option Prices Based on Neural Networks.
Xun LiangHaisheng ZhangXiang LiPublished 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