Improving option price forecasts with neural networks and support vector regressions

Xun Liang, Haisheng Zhang, Jianguo Xiao, Ying Chen. Improving option price forecasts with neural networks and support vector regressions. Neurocomputing, 72(13-15):3055-3065, 2009. [doi]

@article{LiangZXC09,
  title = {Improving option price forecasts with neural networks and support vector regressions},
  author = {Xun Liang and Haisheng Zhang and Jianguo Xiao and Ying Chen},
  year = {2009},
  doi = {10.1016/j.neucom.2009.03.015},
  url = {http://dx.doi.org/10.1016/j.neucom.2009.03.015},
  researchr = {https://researchr.org/publication/LiangZXC09},
  cites = {0},
  citedby = {0},
  journal = {Neurocomputing},
  volume = {72},
  number = {13-15},
  pages = {3055-3065},
}