Option valuation based on the neural regression model.
Po-Chang KoPublished in: Expert Syst. Appl. (2009)
Keyphrases
- regression model
- real option
- network architecture
- model selection
- regression methods
- neural network
- regression analysis
- prediction model
- generalized linear models
- linear regression model
- kernel regression
- gaussian process
- support vector regression
- multivariate regression
- explanatory variables
- generalized linear
- linear model
- semi parametric
- locally weighted
- interval valued data
- independent variables
- cross validation
- training data