Pricing options with exponential Lévy neural network.
Jeonggyu HuhPublished in: Expert Syst. Appl. (2019)
Keyphrases
- double exponential
- neural network
- option pricing
- black scholes model
- heavy tails
- artificial neural networks
- genetic algorithm
- pattern recognition
- neural nets
- multi layer
- back propagation
- feed forward neural networks
- multilayer perceptron
- neural network model
- activation function
- neural model
- real option
- fuzzy artmap
- back propagation neural network
- hybrid neural network
- image reconstruction from projections
- neural network is trained
- feed forward
- multi layer perceptron
- stock price
- associative memory
- recurrent neural networks