Modelling volatility derivatives using neural networks

被引：4
|
作者：
Karaali, O
Edelberg, W
Higgins, J
机构：
来源：
PROCEEDINGS OF THE IEEE/IAFE 1997 COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING (CIFER) | 1997年
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
  • [41] Modelling of Atmospheric Parameters Using Artificial Neural Networks
    Demirtas, Ozlem
    Efe, Mehmet Onder
    2019 9TH INTERNATIONAL CONFERENCE ON RECENT ADVANCES IN SPACE TECHNOLOGIES (RAST), 2019, : 571 - 577
  • [42] System modelling using neural networks in the presence of noise
    Khalaf, AAM
    Abo-Eldahab, MAM
    Ali, MM
    ICECS 2003: PROCEEDINGS OF THE 2003 10TH IEEE INTERNATIONAL CONFERENCE ON ELECTRONICS, CIRCUITS AND SYSTEMS, VOLS 1-3, 2003, : 467 - 470
  • [43] Modelling and control PEMFC using fuzzy neural networks
    Sun T.
    Yan S.-J.
    Cao G.-Y.
    Zhu X.-J.
    Journal of Zhejiang University-SCIENCE A, 2005, 6 (10): : 1084 - 1089
  • [44] Modelling car ownership in Turkey using neural networks
    Codur, M. Yasin
    Tortum, A.
    PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS-TRANSPORT, 2009, 162 (02) : 97 - 106
  • [45] Waste treatment system modelling using neural networks
    Mohan, S
    Keshavan, M
    INDIAN JOURNAL OF ENGINEERING AND MATERIALS SCIENCES, 1998, 5 (04) : 182 - 188
  • [46] Implicit constitutive modelling for viscoplasticity using neural networks
    Univ of Tokyo, Tokyo, Japan
    Int J Numer Methods Eng, 2 (195-219):
  • [47] Modelling deforestation using GIS and artificial neural networks
    Mas, JF
    Puig, H
    Palacio, JL
    Sosa-López, A
    ENVIRONMENTAL MODELLING & SOFTWARE, 2004, 19 (05) : 461 - 471
  • [48] Hybrid modelling of biotechnological processes using neural networks
    Chen, L
    Bernard, O
    Bastin, G
    Angelov, P
    CONTROL ENGINEERING PRACTICE, 2000, 8 (07) : 821 - 827
  • [49] Local TEC modelling and forecasting using neural networks
    Tebabal, A.
    Radicella, S. M.
    Nigussie, M.
    Damtie, B.
    Nava, B.
    Yizengaw, E.
    JOURNAL OF ATMOSPHERIC AND SOLAR-TERRESTRIAL PHYSICS, 2018, 172 : 143 - 151
  • [50] Modelling the Belgian gas consumption using neural networks
    Suykens, J
    Lemmerling, P
    Favoreel, W
    DeMoor, B
    Crepel, M
    Briol, P
    NEURAL PROCESSING LETTERS, 1996, 4 (03) : 157 - 166
12345