Computational Intelligence Approach to Capturing the Implied Volatility

Fahed Mostafa, Tharam S. Dillon, Elizabeth Chang. Computational Intelligence Approach to Capturing the Implied Volatility. In Tharam S. Dillon, editor, Artificial Intelligence in Theory and Practice IV - 4th IFIP TC 12 International Conference on Artificial Intelligence, IFIP AI 2015, Held as Part of WCC 2015, Daejeon, South Korea, October 4-7, 2015, Proceedings. Volume 465 of IFIP Advances in Information and Communication Technology, pages 85-97, Springer, 2015. [doi]

Abstract

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