Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence #697)

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Synopsis
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.
Copyright:
2017

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9783319516684
Related ISBNs:
9783319516660
Publisher:
Springer International Publishing, Cham
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Computers and Internet
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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