Computational Intelligence Applications To Option Pricing, Volatility Forecasting And Value At Risk

By Tharam Dillon, Mostafa, Elizabeth Chang, Fahed Mostafa, Fahed Mostafa, Tharam Dillon, Elizabeth Chang (Auth.)

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully...

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

By Fahed Mostafa, Elizabeth Chang, Tharam Dillon

Computational Intelligence Applications To Option Pricing, Volatility Forecasting And Value At Risk

By Fahed Mostafa, Fahed Mostafa; Tharam Dillon; Elizabeth Chang, Fahed Mostafa, Tharam Dillon, Elizabeth Chang (Auth.)

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully...