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

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, Business & Finance, Economics, Macroeconomics, General Computing
Cover of the book Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by Fahed Mostafa, Tharam Dillon, Elizabeth Chang, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang ISBN: 9783319516684
Publisher: Springer International Publishing Publication: February 28, 2017
Imprint: Springer Language: English
Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang
ISBN: 9783319516684
Publisher: Springer International Publishing
Publication: February 28, 2017
Imprint: Springer
Language: English

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.

 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

 

More books from Springer International Publishing

Cover of the book Information Fusion and Geographic Information Systems (IF&GIS' 2015) by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Best Practices for the Mentally Ill in the Criminal Justice System by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Integration of Immigrants and the Theory of Recognition by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Mediascape and The State by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Congenital Cataract by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Transformation of the natural environment in Western Sørkapp Land (Spitsbergen) since the 1980s by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Social Entrepreneurship as Sustainable Development by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Women's Voices in the Field of Educational Technology by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book EU Internet Law by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Ubiquitous Communications and Network Computing by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Advances in Mathematics and Applications by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Advanced Noncontact Cutting and Joining Technologies by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Oncoimmunology by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Recent Advances in Computational Optimization by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Cover of the book Semantic Technology by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy