Optimal forecasting of option prices using particle filters and neural networks (Q3020606): Difference between revisions
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2082138472 / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Sequential Monte Carlo Methods in Practice / rank | |||
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Property / cites work: Neural Network Models for Time Series Forecasts / rank | |||
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Property / cites work: Review of guidelines for the use of combined forecasts / rank | |||
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Property / cites work: Time series forecasting using a hybrid ARIMA and neural network model / rank | |||
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Latest revision as of 09:39, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal forecasting of option prices using particle filters and neural networks |
scientific article |
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Optimal forecasting of option prices using particle filters and neural networks (English)
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4 August 2011
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online forecast
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extended Kalman filter
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particle filter
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neural network
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