3D Tensor-based Deep Learning Models for Predicting Option Price

Author:

Ge Muyang,Zhou Shen,Luo Shijun,Tian Boping

Funder

NSFC

Publisher

IEEE

Reference14 articles.

1. Learning spatiotemporal features with 3d convolutional networks;tran;Proceedings of the IEEE International Conference on Computer Vision,2015

2. Financial news predicts stock market volatility better than close price

3. Deep learning calibration of option pricing models: some pitfalls and solutions;itkin;ArXiv Preprint,2019

4. Semi-supervised learning for acoustic impedance inversion

5. Semisupervised sequence modeling for elastic impedance inversion

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1. Deep Transformer-Based Asset Price and Direction Prediction;IEEE Access;2024

2. The Study of Option Pricing Problems based on Transformer Model;2022 International Conference on Information Science and Communications Technologies (ICISCT);2022-09-28

3. Pricing European Options with Deep Learning Models;2022 Fifth International Conference of Women in Data Science at Prince Sultan University (WiDS PSU);2022-03

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