Critical Assessment of Option Pricing Methods Using Artificial Neural Networks

2002 ◽  
pp. 1131-1136 ◽  
Author(s):  
Panayiotis Ch. Andreou ◽  
Chris Charalambous ◽  
Spiros H. Martzoukos
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Option Pricing ◽  
Critical Assessment ◽  
Artificial Neural

scholarly journals Formulation Of A Rational Option Pricing Model using Artificial Neural Networks

2020 ◽  
Author(s):  
Kaustubh yadav ◽  
Anubhuti yadav
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Option Pricing ◽  
Numerical Solutions ◽  
Options Pricing ◽  
Volatility Model ◽  
Black Scholes ◽  
Option Pricing Model ◽  
Efficient Alternative ◽  
Artificial Neural

This paper inquires on the options pricing modeling using Artificial Neural Networks to price Apple(AAPL) European Call Options. Our model is based on the premise that Artificial Neural Networks can be used as functional approximators and can be used as an alternative to the numerical methods to some extent, for a faster and an efficient solution. This paper provides a neural network solution for two financial models, the BlackScholes-Merton model, and the calibrated-Heston Stochastic Volatility Model, we evaluate our predictions using the existing numerical solutions for the same, the analytic solution for the Black-Scholes equation, COS-Model for Heston’s Stochastic Volatility Model and Standard Heston-Quasi analytic formula. The aim of this study is to find a viable time-efficient alternative to existing quantitative models for option pricing.

FUTURE OF ARTIFICIAL NEURAL NETWORKS IN SPACE EXPLORATION AND SPACE ENGINEERING

2018 ◽  
pp. 6-11
Author(s):  
Kobiljon Kh. Zoidov ◽  
◽  
Svetlana V. Ponomareva ◽  
Daniel I. Serebryansky ◽  
◽  
...  
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Space Exploration ◽  
Artificial Neural
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