Optimal forecasting of option prices using particle filters and neural networks (Q3020606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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