Open AccessGated Neural Networks for Option Pricing: Rationality by Design
Author(s) -
Yongxin Yang,
Yu Zheng,
Timothy M. Hospedales
Publication year - 2017
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v31i1.10505
Subject(s) - computer science , artificial neural network , rationality , arbitrage , encoding (memory) , class (philosophy) , valuation of options , artificial intelligence , machine learning , economics , econometrics , financial economics , political science , law