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

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

by Tharam DillonFahed Mostafa and Elizabeth Chang
Epub (Kobo), Epub (Adobe)
Publication Date: 03/04/2017

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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.

ISBN:
9783319516684
9783319516684
Category:
Artificial intelligence
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
03-04-2017
Language:
English
Publisher:
Springer International Publishing

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