European option pricing with a fast fourier transform algorithm for big data analysis
S Xiao, SH Ma, G Li… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
Several empirical studies show that, under multiple risks, markets exhibit many new
properties, such as volatility smile and cluster fueled by the explosion of transaction data …
properties, such as volatility smile and cluster fueled by the explosion of transaction data …
Comparison of SVR Techniques for Stock Market Predictions
S Sricharan, V Joshi - … on Data Science and Information System …, 2022 - ieeexplore.ieee.org
Here we build and test the Support Vector Regression (SVR) model for Indian stock market
prediction. The SVR is the regression model based on the primitive Machine Learning (ML) …
prediction. The SVR is the regression model based on the primitive Machine Learning (ML) …
Comparison of Least Square Monte Carlo Algorithm and Binomial Tree Model for Pricing American Options
Y Meng - 2022 4th International Conference on Economic …, 2022 - atlantis-press.com
The financial market is a rapidly growing industry where derivatives are popular among
investors. The rapid growth of options trading leads to the development of various option …
investors. The rapid growth of options trading leads to the development of various option …
Trading Stocks or its Options-Analysis of Publicly Traded Oil Companies in India
K Srinivasan - 2021 12th International Conference on …, 2021 - ieeexplore.ieee.org
The stock market is very volatile in nature. Traders thrive on this volatility by buying stock
when they are low and selling high or by exercising options or trading the option contracts …
when they are low and selling high or by exercising options or trading the option contracts …