Option Pricing and Neural Networks in Artificial Intelligence (옵션 가격 결정과 신경망): Revision history

From QCLab

Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.

15 November 2023

6 October 2023

  • curprev 09:4309:43, 6 October 2023Mahnsoo.choi talk contribs 1,696 bytes +1,696 Created page with "<strong>Seki Kim (Sungkyunkwan University)</strong> In the era of artificial intelligence, the use of neural networks to estimate the value of options for financial assets and instruments is no longer the exclusive domain of a few experts. Many researchers are now using it for the robustness of option pricing. In this talk, various methods with Mathematica are being attempted, including applying neural network models to financial mathematical option models such as Black..."