Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk EPUB
by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Part of the Studies in Computational Intelligence series
EPUB
- Information
Description
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 be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.
Information
-
Download Now
- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:28/02/2017
- Category:
- ISBN:9783319516684
Information
-
Download Now
- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:28/02/2017
- Category:
- ISBN:9783319516684