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

• المؤلف الرئيسي: He, Jianxin.
• مؤلفون آخرون: Quek Hiok Chai
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/43943
• المؤسسة: 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...