SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A novel recurrent neural network-based prediction system for option trading and hedging · Study

ArticleShelves

ArticleA novel recurrent neural network-based prediction system for option trading and hedging

Chai Hiok Quek2007

Article2007

A novel recurrent neural network-based prediction system for option trading and hedging

Chai Hiok Quek · Michel Pasquier · Nitendra Kumar

30 citations·0/0 files stored·Applied Intelligence

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stock Market Forecasting Methods Neural Networks and Applications Forecasting Techniques and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1950The organization of behavior.1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1988Economic prediction using neural networks: the case of IBM daily stock returns 1998Valuing Convertible Bonds with Credit Risk 2000Option price forecasting using neural networks 1996A neural network approach to mutual fund net asset value forecasting 1997Going Up-Going Down: How Good Are People at Forecasting Trends and Changes in Trends?

Cited by

2023Option Pricing Using LSTM: A Perspective of Realized Skewness 2013Option Pricing Using Artificial Neural Networks : an Australian Perspective

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approacharticle · 3 shared references 2020Option pricing using Machine Learningarticle · 3 shared references 2004Black–Scholes versus artificial neural networks in pricing FTSE 100 optionsarticle · 3 shared references 2008Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option pricesarticle · 3 shared references 2006Pricing and trading European options by combining artificial neural networks and parametric models with implied parametersarticle · 3 shared references 2019Neural Network Models for Bitcoin Option Pricingarticle · 3 shared references

Details

Year2007

Typearticle

Published2007-06-08

VenueApplied Intelligence

ISSN-L0924-669X

Languageen

Citations30

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1007/s10489-007-0052-4

openalex_workW2076190207

Links

Imported from OpenAlex (CC0) — nothing here is generated.