Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting

DOI10.1007/11908029_63MaRDI QIDQ3535503zbMATH OpenOpenAlexFDO

Authors Shian-Chang Huang, Tung-Kuang Wu

Publication date 13 November 2008

Published in Rough Sets and Current Trends in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11908029_63

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Numerical methods (including Monte Carlo methods) (91G60)

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