A dynamic target volatility strategy for asset allocation using artificial neural networks
Author:
Affiliation:
1. Department of Bigdata Engineering, Soonchunhyang University, Shinchang-myeon, Asan-si, Chungcheongnam-do, South Korea
2. Engineering Management and Systems Engineering, Missouri University of Science and Technology, Rolla, MO, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics,General Engineering,Education
Link
https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2018.1461287
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1. Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach
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