Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework
Jingjun Guo, Weiyi Kang, Yubing Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Guo, Jingjun ; Kang, Weiyi ; Wang, Yubing |
| Published in: |
Technological forecasting and social change : an international journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 0040-1625, ZDB-ID 2015184-6. - Vol. 204.2024, Art.-No. 123429, p. 1-23
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| Subject: | Artificial intelligence algorithm | Deep learning | Dynamic ensemble | Options price forecasting | Options pricing | Parameter optimization | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2024.123429 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015627423