A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters

DOI10.1016/j.cam.2019.112560zbMath1431.91396OpenAlexW2989518474WikidataQ126853382 ScholiaQ126853382MaRDI QIDQ2293608

Jui-Te Chiang, Chei-Chang Chiou, Chengfeng Wu, Shian-Chang Huang

Publication date: 5 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112560

zbMATH Keywords

artificial intelligencedata miningadaptive filterbig data analysisfinancial forecastingmultiple kernel machine

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (3)

Computation of outer inverses of tensors using the QR decomposition ⋮ Numerical study on Moore-Penrose inverse of tensors via Einstein product ⋮ A gradient based iterative method and associated preconditioning technique for solving the large multilinear systems

Cites Work

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• Deep learning with long short-term memory networks for financial market predictions
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• Online Prediction of Time Series Data With Kernels
• Multikernel Adaptive Filtering
• Deep learning for finance: deep portfolios

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