In this research, forecasting of the option prices of Nikkei 225 index futures is carried out using backpropagation neural networks. Different results in terms of accuracy are achieved by grouping the data differently. The results suggest that for volatile markets a neural network option pricing...

One of the fastest growing areas in computer science, granular computing, covers theories, methodologies, techniques, and tools that make use of granules in complex problem solving and reasoning. This book analyzes developments and current trends of granular computing, reviewing the most...