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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk - Studies in Computational Intelligence Fahed Mostafa 1st ed. 2017 edition
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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk - Studies in Computational Intelligence
Fahed Mostafa
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.
171 pages, 23 black & white illustrations, biography
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 10 de março de 2017 |
| ISBN13 | 9783319516660 |
| Editoras | Springer International Publishing AG |
| Páginas | 171 |
| Dimensões | 155 × 235 × 13 mm · 435 g |
| Idioma | Francês |
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