Symbolic regression-based adaptive generation of implied volatility
Joseph Yen, Yuan Yuan Qi, Seng Fat Wong, Jiantao Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Yen, Joseph ; Qi, Yuan Yuan ; Wong, Seng Fat ; Zhou, Jiantao |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 3, Art.-No. 2250018, p. 2250018-1-2250018-27
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| 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 |
| 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