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

Author:

Mostafa Fahed,Dillon Tharam,Chang Elizabeth

Publisher

Springer International Publishing

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. S&P 500 Index Value Forecasting Using Decision Fusion Regression Model;2023 10th International Conference on Soft Computing & Machine Intelligence (ISCMI);2023-11-25

2. Augmented Data Deep Learning Model to Prediction of S&P500 Index: A Case Study Including Data of COVID-19 Period;Lecture Notes in Networks and Systems;2022

3. Estimate cash-or-nothing option by Monte Carlo – Moment matching (MC-MM) method: The case of Indonesian rice prices;THE THIRD INTERNATIONAL CONFERENCE ON MATHEMATICS: Education, Theory and Application;2021

4. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents;Decisions in Economics and Finance;2020-09-13

5. A DNN Approach to Improving the Short-Term Investment Criteria for S&P500 Index Stock Market;Proceedings of the 2019 3rd International Conference on E-commerce, E-Business and E-Government - ICEEG 2019;2019

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