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

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
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1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
1998Valuing Convertible Bonds with Credit Risk222 cited
2000Option price forecasting using neural networks218 cited
1996A neural network approach to mutual fund net asset value forecasting171 cited
1997Going Up-Going Down: How Good Are People at Forecasting Trends and Changes in Trends?71 cited
2003Convertible Arbitrage: Insights and Techniques for Successful Hedging57 cited

Cited by

2023Option Pricing Using LSTM: A Perspective of Realized Skewness18 cited
2013Option Pricing Using Artificial Neural Networks : an Australian Perspective16 cited

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