Matches in SemOpenAlex for { <https://semopenalex.org/work/W2378619664> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2378619664 abstract "Implied volatility is the volatility implied by an option price observed in the market.The sensi- tivity of the volatility among varied kinds of option price ise different.In this work,we build hybrid fore- casting models combining wavelet neural network with genetic algorithm.Using these models,option par- tition according to moneyness is applied and weighted implied volatility measures are regarded as input of the neural network.The genetic algorithm is used to determine the optimal weight of the implied volatility among different kinds of option.Case study on Hong Kong derivative market shows that these hybrid models are better than the conventional Black-Scholes model and the other neural network models adopted in this work." @default.
- W2378619664 created "2016-06-24" @default.
- W2378619664 creator A5042675351 @default.
- W2378619664 date "2008-01-01" @default.
- W2378619664 modified "2023-09-24" @default.
- W2378619664 title "Study on the Sensitivity of Implied volatility Based on Artificial Intelligence" @default.
- W2378619664 hasPublicationYear "2008" @default.
- W2378619664 type Work @default.
- W2378619664 sameAs 2378619664 @default.
- W2378619664 citedByCount "0" @default.
- W2378619664 crossrefType "journal-article" @default.
- W2378619664 hasAuthorship W2378619664A5042675351 @default.
- W2378619664 hasConcept C106159729 @default.
- W2378619664 hasConcept C13290067 @default.
- W2378619664 hasConcept C149782125 @default.
- W2378619664 hasConcept C154945302 @default.
- W2378619664 hasConcept C162324750 @default.
- W2378619664 hasConcept C163128081 @default.
- W2378619664 hasConcept C173921975 @default.
- W2378619664 hasConcept C194483076 @default.
- W2378619664 hasConcept C24189920 @default.
- W2378619664 hasConcept C2776607717 @default.
- W2378619664 hasConcept C2777600642 @default.
- W2378619664 hasConcept C41008148 @default.
- W2378619664 hasConcept C47432892 @default.
- W2378619664 hasConcept C50644808 @default.
- W2378619664 hasConcept C91602232 @default.
- W2378619664 hasConceptScore W2378619664C106159729 @default.
- W2378619664 hasConceptScore W2378619664C13290067 @default.
- W2378619664 hasConceptScore W2378619664C149782125 @default.
- W2378619664 hasConceptScore W2378619664C154945302 @default.
- W2378619664 hasConceptScore W2378619664C162324750 @default.
- W2378619664 hasConceptScore W2378619664C163128081 @default.
- W2378619664 hasConceptScore W2378619664C173921975 @default.
- W2378619664 hasConceptScore W2378619664C194483076 @default.
- W2378619664 hasConceptScore W2378619664C24189920 @default.
- W2378619664 hasConceptScore W2378619664C2776607717 @default.
- W2378619664 hasConceptScore W2378619664C2777600642 @default.
- W2378619664 hasConceptScore W2378619664C41008148 @default.
- W2378619664 hasConceptScore W2378619664C47432892 @default.
- W2378619664 hasConceptScore W2378619664C50644808 @default.
- W2378619664 hasConceptScore W2378619664C91602232 @default.
- W2378619664 hasLocation W23786196641 @default.
- W2378619664 hasOpenAccess W2378619664 @default.
- W2378619664 hasPrimaryLocation W23786196641 @default.
- W2378619664 hasRelatedWork W104873725 @default.
- W2378619664 hasRelatedWork W1504796385 @default.
- W2378619664 hasRelatedWork W1545928614 @default.
- W2378619664 hasRelatedWork W1553884547 @default.
- W2378619664 hasRelatedWork W1611669868 @default.
- W2378619664 hasRelatedWork W2034258633 @default.
- W2378619664 hasRelatedWork W2155844741 @default.
- W2378619664 hasRelatedWork W2217089699 @default.
- W2378619664 hasRelatedWork W2300082946 @default.
- W2378619664 hasRelatedWork W2563808743 @default.
- W2378619664 hasRelatedWork W2578663297 @default.
- W2378619664 hasRelatedWork W2589277054 @default.
- W2378619664 hasRelatedWork W2911939186 @default.
- W2378619664 hasRelatedWork W2995155096 @default.
- W2378619664 hasRelatedWork W3123068911 @default.
- W2378619664 hasRelatedWork W3123485991 @default.
- W2378619664 hasRelatedWork W3124035949 @default.
- W2378619664 hasRelatedWork W3190407763 @default.
- W2378619664 hasRelatedWork W3201423389 @default.
- W2378619664 hasRelatedWork W3123863033 @default.
- W2378619664 isParatext "false" @default.
- W2378619664 isRetracted "false" @default.
- W2378619664 magId "2378619664" @default.
- W2378619664 workType "article" @default.