Evolving possibilistic fuzzy modeling for equity options pricing.
Leandro MacielRosangela BalliniFernando A. C. GomidePublished in: EAIS (2016)
Keyphrases
- fuzzy modeling
- option pricing
- black scholes model
- fuzzy model
- fuzzy rules
- double exponential
- fuzzy inference
- input output
- fuzzy clustering
- evolutionary optimization
- fuzzy logic
- neuro fuzzy
- possibility theory
- genetic optimization
- fuzzy inference system
- fuzzy systems
- stock price
- neural network
- stock market
- image processing
- fuzzy control
- rule base
- fuzzy rule based systems
- artificial neural networks
- expert systems
- machine learning