Xun Liang, Haisheng Zhang, Xiang Li. A Simple Method of Forecasting Option Prices Based on Neural Networks. In Been-Chian Chien, Tzung-Pei Hong, Shyi-Ming Chen, Moonis Ali, editors, Next-Generation Applied Intelligence, 22nd International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2009, Tainan, Taiwan, June 24-27, 2009. Proceedings. Volume 5579 of Lecture Notes in Computer Science, pages 586-593, Springer, 2009. [doi]
Abstract is missing.