OptionNet : a multiscale residual deep learning model with confidence interval to predict option price
Year of publication: |
2023
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Authors: | Lin, Luwei ; Wang, Meiqing ; Cheng, Hang ; Liu, Rong ; Chen, Fei |
Published in: |
The Journal of finance and data science : JFDS. - Amsterdam [u.a.] : Elsevier, ISSN 2405-9188, ZDB-ID 2837532-4. - Vol. 9.2023, Art.-No. 100105, p. 1-11
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Subject: | Confidence interval | Deep learning | Multi-scale time series | Option pricing | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Zeitreihenanalyse | Time series analysis |
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