Option price forecasting using neural networks

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Main Authors: Yao, J., Li, Y., Tan, C.L.
Other Authors: INFORMATION SYSTEMS
Format: Article
Published: 2013
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/42906
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-429062024-11-15T05:04:27Z Option price forecasting using neural networks Yao, J. Li, Y. Tan, C.L. INFORMATION SYSTEMS COMPUTER SCIENCE Black-Scholes model Forecasting Neural networks Option pricing Omega 28 4 455-466 OMEGA 2013-07-15T05:25:31Z 2013-07-15T05:25:31Z 2000 Article Yao, J.,Li, Y.,Tan, C.L. (2000). Option price forecasting using neural networks. Omega 28 (4) : 455-466. ScholarBank@NUS Repository. 03050483 http://scholarbank.nus.edu.sg/handle/10635/42906 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Black-Scholes model
Forecasting
Neural networks
Option pricing
spellingShingle Black-Scholes model
Forecasting
Neural networks
Option pricing
Yao, J.
Li, Y.
Tan, C.L.
Option price forecasting using neural networks
description Omega
author2 INFORMATION SYSTEMS
author_facet INFORMATION SYSTEMS
Yao, J.
Li, Y.
Tan, C.L.
format Article
author Yao, J.
Li, Y.
Tan, C.L.
author_sort Yao, J.
title Option price forecasting using neural networks
title_short Option price forecasting using neural networks
title_full Option price forecasting using neural networks
title_fullStr Option price forecasting using neural networks
title_full_unstemmed Option price forecasting using neural networks
title_sort option price forecasting using neural networks
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/42906
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