03603nam 22006975 450 991025433550332120200630135541.03-319-51668-X10.1007/978-3-319-51668-4(CKB)3710000001127262(DE-He213)978-3-319-51668-4(MiAaPQ)EBC6286311(MiAaPQ)EBC5577814(Au-PeEL)EBL5577814(OCoLC)974892179(PPN)199767092(EXLCZ)99371000000112726220170302d2017 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierComputational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk /by Fahed Mostafa, Tharam Dillon, Elizabeth Chang1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (X, 171 p. 23 illus.)Studies in Computational Intelligence,1860-949X ;6973-319-51666-3 CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion.The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. .Studies in Computational Intelligence,1860-949X ;697Computational intelligenceArtificial intelligenceMacroeconomicsOperations researchDecision makingComputational Intelligencehttps://scigraph.springernature.com/ontologies/product-market-codes/T11014Artificial Intelligencehttps://scigraph.springernature.com/ontologies/product-market-codes/I21000Macroeconomics/Monetary Economics//Financial Economicshttps://scigraph.springernature.com/ontologies/product-market-codes/W32000Operations Research/Decision Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/521000Computational intelligence.Artificial intelligence.Macroeconomics.Operations research.Decision making.Computational Intelligence.Artificial Intelligence.Macroeconomics/Monetary Economics//Financial Economics.Operations Research/Decision Theory.006.3Mostafa Fahedauthttp://id.loc.gov/vocabulary/relators/aut996186Dillon Tharamauthttp://id.loc.gov/vocabulary/relators/autChang Elizabethauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910254335503321Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk2283017UNINA