Option pricing using deep convolutional neural networks enhanced by technical indicators
Author:
Affiliation:
1. Xi’an Jiaotong-Liverpool University,Suzhou,China,215123
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10262403/10262831/10262865.pdf?arnumber=10262865
Reference11 articles.
1. Empirical Performance of Alternative Option Pricing Models
2. Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978
3. A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
4. Comparing conventional and artificial neural network models for the pricing of options on futures;Lajbcygier;NeuroVet Journal,1996
5. PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS
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1. Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach;Computational Economics;2024-08-01
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