A cerebellar associative memory approach to option pricing and arbitrage trading.

Sintiani Dewi Teddy Edmund Ming-Kit Lai Hiok Chai Quek

Published in: Neurocomputing (2008)

Keyphrases

associative memory
option pricing
stock price
financial markets
stock exchange
black scholes
stock market
non stationary
historical data
kohonen feature map
financial data
news articles
financial time series
neural network
exchange rate
robot control
black scholes model
kernel methods
wordnet