Fahed Mostafa: 1 book

Book cover of Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Language: English
Release Date: February 28, 2017

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, and value-at-risk modeling. These features mean that...
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