A novel SVM option pricing model & an intelligent ATM option straddle trading system

• Main Author: He, Jianxin.
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/43943
• Institution: Nanyang Technological University

Options are very popular financial derivatives that allow investors to control their investment risks in the securities market. Determining the theoretical price for an option, or option pricing, is regarded as one of the most important issues in financial research; a number of parametric and nonpar...