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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...
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | e-Book |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | Studies in Computational Intelligence,
697 |
| Subjects: | |
| Online Access: | Full-text access View in OPAC |