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

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, Business & Finance, Economics, Macroeconomics, General Computing
Cover of the book Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by Fahed Mostafa, Tharam Dillon, Elizabeth Chang, Springer International Publishing
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Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang ISBN: 9783319516684
Publisher: Springer International Publishing Publication: February 28, 2017
Imprint: Springer Language: English
Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang
ISBN: 9783319516684
Publisher: Springer International Publishing
Publication: February 28, 2017
Imprint: Springer
Language: English

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 they can be applied to market-risk problems to overcome classic problems associated with statistical models.

 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 they can be applied to market-risk problems to overcome classic problems associated with statistical models.

 

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