Modelling volatility derivatives using neural networks

被引:4
|
作者
Karaali, O
Edelberg, W
Higgins, J
机构
关键词
D O I
10.1109/CIFER.1997.618949
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
引用
收藏
页码:280 / 286
页数:7
相关论文
共 50 条
  • [31] Business process modelling using artificial neural networks
    Wright, DT
    Burns, ND
    Williams, DJ
    ADVANCED MANUFACTURING PROCESSES, SYSTEMS, AND TECHNOLOGIES (AMPST 96), 1996, : 37 - 46
  • [32] Modelling and simulation of the hand grasping using neural networks
    Taha, Z
    Brown, R
    Wright, D
    MEDICAL ENGINEERING & PHYSICS, 1997, 19 (06) : 536 - 538
  • [33] Modelling the Belgian gas consumption using neural networks
    Katholieke Universiteit Leuven, Leuven, Belgium
    Neural Process Letters, 3 (157-166):
  • [34] Modelling and control of drying processes using neural networks
    Jay, S
    Oliver, TN
    DRYING '96, VOL B, 1996, : 1393 - 1400
  • [35] Modelling of a class of manufacturing systems using neural networks
    Haouani, M
    Lefebvre, D
    Zerhouni, N
    CAD/CAM ROBOTICS AND FACTORIES OF THE FUTURE, 1996, : 410 - 415
  • [36] A fuzzy modelling approach using hierarchical neural networks
    Chen, MY
    Linkens, DA
    NEURAL COMPUTING & APPLICATIONS, 2000, 9 (01): : 44 - 49
  • [37] Modelling and control PEMFC using fuzzy neural networks
    孙涛
    闫思佳
    曹广益
    朱新坚
    Journal of Zhejiang University Science A(Science in Engineering) , 2005, (10) : 1084 - 1089
  • [38] Eeffects of SNR on system modelling using neural networks
    Khalaf, AMM
    Abo-Eldahab, MAM
    Ali, MM
    MLMTA'03: INTERNATIONAL CONFERENCE ON MACHINE LEARNING; MODELS, TECHNOLOGIES AND APPLICATIONS, 2003, : 154 - 160
  • [39] Implicit constitutive modelling for viscoplasticity using neural networks
    Furukawa, T
    Yagawa, G
    INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 1998, 43 (02) : 195 - 219
  • [40] Using artificial neural networks for process and system modelling
    Verikas, A
    Bacauskiene, M
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2003, 67 (02) : 187 - 191