Lin, Luwei; Wang, Meiqing; Cheng, Hang; Liu, Rong; Chen, Fei - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-11
markets. For option pricing, existing time series models and neural networks are difficult to extract multi-scale temporal … model named as MRC-LSTM-CI. It contains three modules, including Multi-scale Residual CNN module (MRC), Long Short … multi-scale features from real market option data, and make interval prediction to provide more information to the decision …
