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This work presents a novel neural network model for forecasting option prices using past volatilities and other options market factors. Out of different approaches to estimating volatility in the option pricing model, this study uses backpropagation neural network to forecast prices for...
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This study applies the balanced scorecard method to build a performance evaluation framework for wealth management (WM) banks. Next, the study builds a framework for dealing with sub-criteria using the Delphi method and finally, the article evaluates the business performance of WM banks in...
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The purpose of the current study is to model the marketing strategy decision-making problem as a multi-criteria decision-making (MCDM) problem and provide a five-step decision support framework to make and carefully assess the marketing strategies. A marketing strategy decision-making framework...
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