Neural network calibrated stochastic processes : forecasting financial assets
Year of publication: |
2013
|
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Authors: | Giebel, Stefan ; Rainer, Martin |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 21.2013, 2, p. 277-293
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Subject: | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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