A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading.
Sintiani Dewi TeddyEdmund Ming-Kit LaiHiok Chai QuekPublished in: ICONIP (3) (2006)
Keyphrases
- associative memory
- option pricing
- stock price
- stock exchange
- financial markets
- black scholes
- stock market
- non stationary
- kohonen feature map
- historical data
- human brain
- financial time series
- black scholes model
- news articles
- exchange rate
- neural network
- financial data
- neural network model
- robot control
- kernel methods
- text classification
- control system
- genetic algorithm