Using neural networks to forecast the S & P 100 implied volatility

Neurocomputing

Volumn 10, Issue 2, 1996, Pages 183-195

  Malliaris, Mary ^a   Salchenberger, Linda ^a  

^a LOYOLA UNIVERSITY CHICAGO   (United States)

Author keywords

Financial AI applications; Forecasting; Neural networks; Volatility

Indexed keywords

CALCULATIONS; FORECASTING; MARKETING; MATHEMATICAL MODELS; PERFORMANCE; STRATEGIC PLANNING;

BLOCK-SCHOLES MODEL; FINANCIAL MARKETS; IMPLIED VOLATILITY;

NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; PRIORITY JOURNAL;

EID: 0030110886     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/0925-2312(95)00019-4     Document Type: Article

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