Calculations of fractional derivative option pricing models based on neural network
Lina Song, Yu Wang, Yousheng Tan, Ke Duan
Topics & Concepts
Fractional calculusConformable matrixMathematicsKernel (algebra)Artificial neural networkApplied mathematicsFunction (biology)Derivative (finance)Mathematical optimizationComputer scienceFinanceArtificial intelligenceEvolutionary biologyEconomicsQuantum mechanicsBiologyPhysicsCombinatoricsEnergy Load and Power ForecastingFractional Differential Equations SolutionsStock Market Forecasting Methods