Options volatility modelling and trading system incorporating EFSM

• Main Author: Chan, Andy Jia Wei.
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2012
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/50117
• Institution: Nanyang Technological University

It is well acknowledged that financial volatility implies financial risk. Therefore, an accurate prediction of financial volatility is of critical significance. A substantial part of professional option trading focuses strictly on volatility and ignores the direction of the underlying market. Part o...