Deep learning based hybrid computational intelligence models for options pricing
Year of publication: |
2022
|
---|---|
Authors: | Arin, Efe ; Özbayoglu, Ahmet Murat |
Subject: | Option pricing | Computational intelligence | Deep neural networks | Machine learning | Black Scholes | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
-
Pricing options and computing implied volatilities using neural networks
Liu, Shuaiqiang, (2019)
-
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej, (2020)
-
On a neural network to extract implied information from american options
Liu, Shuaiqiang, (2021)
- More ...
-
Menu optimization for multi-profile customer systems on large scale data
Karimov, Jeyhun, (2022)
- More ...