Optimal forecasting of option prices using particle filters and neural networks (Q3020606): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2082138472 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sequential Monte Carlo Methods in Practice / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Neural Network Models for Time Series Forecasts / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Review of guidelines for the use of combined forecasts / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Time series forecasting using a hybrid ARIMA and neural network model / rank | |||
Normal rank | |||
Latest revision as of 09:39, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal forecasting of option prices using particle filters and neural networks |
scientific article |
Statements
Optimal forecasting of option prices using particle filters and neural networks (English)
0 references
4 August 2011
0 references
online forecast
0 references
extended Kalman filter
0 references
particle filter
0 references
neural network
0 references
