On the bases of dynamic system theory and fuzzy clustering methods for attractors of options implied volatility on … market indexes S&P 500, NASDAQ 100, S&P 100 was researched. Results of researches stay that entropy of implied volatility … fuzzy clustering equal from 0.6477 to 0.7986. Implied volatility attractor structure for market indexes are presented with …

optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …