Nowcasting networks
Marc Chataigner, Stéphane Crépey and Jiang Pu
| Year of publication: |
2020
|
|---|---|
| Authors: | Chataigner, Marc ; Crépey, Stéphane ; Pu, Jiang |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 24.2020, 3, p. 1-39
|
| Subject: | data compression | data completion | outliers | neural networks | autoencoders | equity derivative Black-Scholes implied volatilities | swaption implied normal volatilities | repurchase agreement (repo) rates | Volatilität | Volatility | Derivat | Derivative | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Repo-Geschäft | Repo transactions | Black-Scholes-Modell | Black-Scholes model | Swap | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2020.404 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543628