Machine Learning in Finance : The Case of Deep Learning for Option Pricing
By Robert Culkin. 2017
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- M. Ugur Gudelek
- A. Ozbayoglu
- Omer Berat Sezer
- Weiwei Jiang
- Longbing Cao
- Pedro Lara-Benítez
- Sami ben Jabeur
- Shree Krishna Sharma
Citations in the corpus
- Deep Learning for Financial Applications : A Survey (2020, methodology): “[142] proposed a novel method that used feedforward DNN model to predict option prices by comparing their results with Black & Scholes option pricing formula.”