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Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model
16 references·4 citing·29 second hop
Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model (2020)Predicting the stock price of frontier ma…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Stochastic Differential Equations (2006)Stochastic Differential Equat…Theory of rational option pricing (2005)Theory of rational option pri…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Complexity and the Economy (1999)Complexity and the EconomyFractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…The valuation of options for alternative stochastic processes (1976)The valuation of options for …The pricing of commodity contracts (1976)The pricing of commodity cont…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)THE VALUATION OF OPTION CONTR…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy (2022)The role of political risk, u…On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks (2020)On the Solution of the Black–…Innovations in Management Forecast: Time Development of Stock Prices with Neural Networks (2020)Innovations in Management For…Exploring the financial indicators to improve the pattern recognition of economic data based on machine learning (2020)Exploring the financial indic…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Option pricing: A simplified approach (1979)The Pricing of Options on Assets with Stochastic Volatilities (1987)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Structure of Scientific Revolutions (1963)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Noise Trader Approach to Finance (1990)Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Inefficient Markets (2000)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)The Value of Waiting to Invest (1982)The politics of attention: how government prioritizes problems (2006)Power Laws in Economics and Finance (2009)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 2006Stochastic Differential Equations1,269 cited
  • 1999Complexity and the Economy1,142 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY

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Cited by

  • 2020Innovations in Management Forecast: Time Development of Stock Prices with Neural Networks35 cited
  • 2022The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy29 cited
  • 2020On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks24 cited
  • 2020Exploring the financial indicators to improve the pattern recognition of economic data based on machine learning16 cited