Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Georgios Sermpinis, Jason Laws and Christian L. Dunis
| Year of publication: |
2013
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|---|---|
| Authors: | Sermpinis, Georgios ; Laws, Jason ; Dunis, Christian |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 3/4, p. 165-179
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| Subject: | higher order neural networks | recurrent neural networks | multi-layer perceptron networks | volatility forecast | option trading application | Neuronale Netze | Neural networks | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010243662