Optimal forecasting of option prices using particle filters and neural networks (Q3020606): Difference between revisions

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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 08:39, 4 July 2024

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Optimal forecasting of option prices using particle filters and neural networks
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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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