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

The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modelin...

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Detaylı Bibliyografya
Asıl Yazarlar: Mostafa, Fahed (Yazar), Dillon, Tharam (Yazar), Chang, Elizabeth (Yazar)
Müşterek Yazar: SpringerLink (Online service)
Materyal Türü: e-Kitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cham : Springer International Publishing : 2017.
Imprint: Springer,
Edisyon:1st ed. 2017.
Seri Bilgileri:Studies in Computational Intelligence, 697
Konular:
Computational intelligence.
Artificial intelligence.
Macroeconomics.
Operations research.
Computational Intelligence.
Artificial Intelligence.
Macroeconomics and Monetary Economics.
Operations Research and Decision Theory.
Online Erişim:Full-text access
Diğer Bilgiler
Özet:The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. .
Fiziksel Özellikler:X, 171 p. 23 illus. online resource.
ISBN:9783319516684
ISSN:1860-9503 ;
DOI:10.1007/978-3-319-51668-4

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