Matches in SemOpenAlex for { <https://semopenalex.org/work/W2172123348> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W2172123348 abstract "Good implied volatility estimates are required to correctly evaluate financial options, forcing option market participants to look for a method to measure it. Due to the intrinsically nonlinear features of implied volatility measures, nonlinear approaches are necessary to model it. We propose an integrated modelling strategy that makes use of a nonlinear general function approximator, the artificial neural model (ANN) and classical linear techniques. This modeling strategy departs from the least available information given by the univariate analysis of the output series. From this bottom line we enrich our modelling with multivariate information: first, making use of standard econometric linear methods and then embedding the information obtained in this step of the process in a more complex and non-linear model, the ANN." @default.
- W2172123348 created "2016-06-24" @default.
- W2172123348 creator A5051701021 @default.
- W2172123348 creator A5056361916 @default.
- W2172123348 date "2002-11-19" @default.
- W2172123348 modified "2023-09-27" @default.
- W2172123348 title "Intraday volatility forecasting for option pricing using a neural network approach" @default.
- W2172123348 doi "https://doi.org/10.1109/cifer.1995.495229" @default.
- W2172123348 hasPublicationYear "2002" @default.
- W2172123348 type Work @default.
- W2172123348 sameAs 2172123348 @default.
- W2172123348 citedByCount "3" @default.
- W2172123348 countsByYear W21721233482013 @default.
- W2172123348 countsByYear W21721233482019 @default.
- W2172123348 crossrefType "proceedings-article" @default.
- W2172123348 hasAuthorship W2172123348A5051701021 @default.
- W2172123348 hasAuthorship W2172123348A5056361916 @default.
- W2172123348 hasConcept C119857082 @default.
- W2172123348 hasConcept C121332964 @default.
- W2172123348 hasConcept C126255220 @default.
- W2172123348 hasConcept C149782125 @default.
- W2172123348 hasConcept C154945302 @default.
- W2172123348 hasConcept C158622935 @default.
- W2172123348 hasConcept C161584116 @default.
- W2172123348 hasConcept C162324750 @default.
- W2172123348 hasConcept C163175372 @default.
- W2172123348 hasConcept C199163554 @default.
- W2172123348 hasConcept C24189920 @default.
- W2172123348 hasConcept C33923547 @default.
- W2172123348 hasConcept C41008148 @default.
- W2172123348 hasConcept C50644808 @default.
- W2172123348 hasConcept C60092789 @default.
- W2172123348 hasConcept C62520636 @default.
- W2172123348 hasConcept C91602232 @default.
- W2172123348 hasConceptScore W2172123348C119857082 @default.
- W2172123348 hasConceptScore W2172123348C121332964 @default.
- W2172123348 hasConceptScore W2172123348C126255220 @default.
- W2172123348 hasConceptScore W2172123348C149782125 @default.
- W2172123348 hasConceptScore W2172123348C154945302 @default.
- W2172123348 hasConceptScore W2172123348C158622935 @default.
- W2172123348 hasConceptScore W2172123348C161584116 @default.
- W2172123348 hasConceptScore W2172123348C162324750 @default.
- W2172123348 hasConceptScore W2172123348C163175372 @default.
- W2172123348 hasConceptScore W2172123348C199163554 @default.
- W2172123348 hasConceptScore W2172123348C24189920 @default.
- W2172123348 hasConceptScore W2172123348C33923547 @default.
- W2172123348 hasConceptScore W2172123348C41008148 @default.
- W2172123348 hasConceptScore W2172123348C50644808 @default.
- W2172123348 hasConceptScore W2172123348C60092789 @default.
- W2172123348 hasConceptScore W2172123348C62520636 @default.
- W2172123348 hasConceptScore W2172123348C91602232 @default.
- W2172123348 hasLocation W21721233481 @default.
- W2172123348 hasOpenAccess W2172123348 @default.
- W2172123348 hasPrimaryLocation W21721233481 @default.
- W2172123348 hasRelatedWork W1566635569 @default.
- W2172123348 hasRelatedWork W1574256374 @default.
- W2172123348 hasRelatedWork W1786443796 @default.
- W2172123348 hasRelatedWork W1924561663 @default.
- W2172123348 hasRelatedWork W2008489336 @default.
- W2172123348 hasRelatedWork W2027495417 @default.
- W2172123348 hasRelatedWork W2031770044 @default.
- W2172123348 hasRelatedWork W2067057029 @default.
- W2172123348 hasRelatedWork W2103792907 @default.
- W2172123348 hasRelatedWork W2115543743 @default.
- W2172123348 hasRelatedWork W2133363178 @default.
- W2172123348 hasRelatedWork W2222632786 @default.
- W2172123348 hasRelatedWork W2957325811 @default.
- W2172123348 hasRelatedWork W2967187896 @default.
- W2172123348 hasRelatedWork W2979356072 @default.
- W2172123348 hasRelatedWork W2999317113 @default.
- W2172123348 hasRelatedWork W3121356139 @default.
- W2172123348 hasRelatedWork W3125138565 @default.
- W2172123348 hasRelatedWork W56865669 @default.
- W2172123348 hasRelatedWork W601750952 @default.
- W2172123348 isParatext "false" @default.
- W2172123348 isRetracted "false" @default.
- W2172123348 magId "2172123348" @default.
- W2172123348 workType "article" @default.