Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

• Main Authors: Mostafa, Fahed (Author), Dillon, Tharam (Author), Chang, Elizabeth (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Studies in Computational Intelligence, 697
• Subjects: Engineering.; Operations research.; Decision making.; Artificial intelligence.; Computational intelligence.; Macroeconomics.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).; Macroeconomics/Monetary Economics//Financial Economics.; Operation Research/Decision Theory.

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...