On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks
Saadet Eskiizmirliler, Korhan Günel, Refet Polat
Topics & Concepts
Artificial neural networkBlack–Scholes modelParticle swarm optimizationApplied mathematicsMathematicsMathematical optimizationComputer scienceMonotone polygonFunction (biology)Boundary value problemMathematical analysisArtificial intelligenceBiologyVolatility (finance)GeometryEconometricsEvolutionary biologyEnergy Load and Power ForecastingNeural Networks and ApplicationsStock Market Forecasting Methods