Quasi-reversibility method and neural network machine learning for forecasting of stock option prices (Q5890162)

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scientific article; zbMATH DE number 7680919
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Quasi-reversibility method and neural network machine learning for forecasting of stock option prices
scientific article; zbMATH DE number 7680919

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    Quasi-reversibility method and neural network machine learning for forecasting of stock option prices (English)
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    28 April 2023
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    Black-Scholes equation
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    ill-posed problem
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    regularization method
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    parabolic equation with the reversed time
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    machine learning
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    neural network
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