Symbolic regression-based adaptive generation of implied volatility
Joseph Yen, Yuan Yuan Qi, Seng Fat Wong, Jiantao Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Yen, Joseph ; Qi, Yuan Yuan ; Wong, Seng Fat ; Zhou, Jiantao |
| Subject: | finance | FPGA | Implied volatility | machine learning | symbolic regression | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367616