TY  - BOOK
AU  - Mostafa,Fahed
AU  - Dillon,Tharam
AU  - Chang,Elizabeth
ED  - SpringerLink (Online service)
TI  - Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
T2  - Studies in Computational Intelligence,
SN  - 9783319516684
AV  - Q342 
U1  - 006.3 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Computational intelligence
KW  - Artificial intelligence
KW  - Macroeconomics
KW  - Operations research
KW  - Decision making
KW  - Computational Intelligence
KW  - Artificial Intelligence
KW  - Macroeconomics/Monetary Economics//Financial Economics
KW  - Operations Research/Decision Theory
N1  - CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion; Available to subscribing member institutions only. Доступно лише організаціям членам підписки
N2  - 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.
UR  - https://doi.org/10.1007/978-3-319-51668-4
ER  -