Modelling volatility derivatives using neural networks.
Orhan KaraaliWendy EdelbergJohn HigginsPublished in: CIFEr (1997)
Keyphrases
- neural network
- pattern recognition
- higher order
- artificial neural networks
- stock market
- activation function
- multi layer
- back propagation
- neural network model
- genetic algorithm
- fault diagnosis
- stock price
- fuzzy logic
- neural nets
- fuzzy systems
- network architecture
- fuzzy cognitive maps
- stock index futures
- training data
- data sets
- decision trees
- self organizing maps
- fuzzy neural network
- financial markets
- financial time series
- nonlinear dynamic systems
- quasi invariant