Gated deep neural networks for implied volatility surfaces.
Yu ZhengYongxin YangBowei ChenPublished in: CoRR (2019)
Keyphrases
- neural network
- pattern recognition
- surface reconstruction
- three dimensional
- back propagation
- recurrent neural networks
- artificial neural networks
- stock market
- machine learning
- range data
- neural network model
- fuzzy systems
- free form
- multi layer
- activation function
- neural nets
- financial markets
- feed forward
- self organizing maps
- fault diagnosis
- stock trading
- deformable surface
- surface shape
- surface model
- stock index futures
- rule extraction
- stock price
- associative memory
- image sequences
- genetic algorithm