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Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options.

Hyejin ParkNamhyoung KimJaewook Lee
Published in: Expert Syst. Appl. (2014)
Keyphrases
  • parametric models
  • machine learning models
  • flow field
  • machine learning
  • option pricing
  • computational complexity
  • motion estimation
  • machine learning algorithms
  • regression model
  • payoff functions