Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Studies in Computational Intelligence

Fahed Mostafa, Tharam Dillon, Elizabeth Chang

nonfiction art business computer science economics medium-paced

171 pages

Description

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing...
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