A Comparison of Neural Network Model Selection Strategies for the Pricing of s&p 500 Stock Index Options

Nikos S. Thomaidis, Vasilios S. Tzastoudis, Georgios Dounias. A Comparison of Neural Network Model Selection Strategies for the Pricing of s&p 500 Stock Index Options. International Journal on Artificial Intelligence Tools, 16(6):1093-1113, 2007. [doi]

Abstract

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