Option is an important financial derivative. Accurate option pricing is essential to the development of financial markets. For option pricing, existing time series models and neural networks are difficult to extract multi-scale temporal features from option data, which greatly limits their...

The real estate market in China has been growing rapidly during the past decade, with different property price patterns across various regions. Among different types of properties, prices of retail properties have not been sufficiently analyzed. This study focuses on forecasting problems of...

Generation expansion planning is finding an optimal solution for installing new generation units with technical and financial limits. This study proposes a Real Options Analysis (ROA) model for evaluating a generation system expansion plan where the electricity demand fluctuates with volatility....