Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

£109.50

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Macroeconomics Management decision making Operational research Artificial intelligence

Authors: Fahed Mostafa, Tharam Dillon, Elizabeth Chang

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Collection: Studies in Computational Intelligence

Language: English

Published by: Springer

Published on: 28th February 2017

Format: LCP-protected ePub

Size: 1 Mb

ISBN: 9783319516684


Neural Networks in Financial Modeling

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.

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