Mostafa, Fahed.
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk [electronic resource] / - 1st ed. 2017. - X, 171 p. 23 illus. | Binding - Card Paper | - Studies in Computational Intelligence, 697 1860-949X ; . - Studies in Computational Intelligence, 697 .
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 modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. .
9783319516684
Computer Engineering
Artificial Intelligence. Macroeconomics/Monetary Economics//Financial Economics. Operations Research/Decision Theory.
006.3
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk [electronic resource] / - 1st ed. 2017. - X, 171 p. 23 illus. | Binding - Card Paper | - Studies in Computational Intelligence, 697 1860-949X ; . - Studies in Computational Intelligence, 697 .
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 modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. .
9783319516684
Computer Engineering
Artificial Intelligence. Macroeconomics/Monetary Economics//Financial Economics. Operations Research/Decision Theory.
006.3