Automating the analysis of option pricing algorithms through intelligent knowledge acquisition approaches

IEEE Transactions on Systems, Man, and Cybernetics Part A:Systems and Humans.

Volumn 31, Issue 6, 2001, Pages 573-586

  Verykios, Vassilios S ^a   Houstis, Elias N ^b   Tsoukala, Lefteri H ^c   Pantazopoulos, Konstantinos N ^d  

^a Drexel University   (United States)

^b Purdue University   (United States)

^c PURDUE UNIVERSITY   (United States)

^d Goldman Sachs Group   (United States)

Author keywords

Data mining; Decision trees; Inductive logic programming

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; AUTOMATION; DATA MINING; ERROR ANALYSIS; INTELLIGENT CONTROL; LEARNING SYSTEMS; MATHEMATICAL MODELS; NUMERICAL METHODS; SYSTEMS ANALYSIS;

INDUCTIVELY LOGIC PROGRAMMING; INTELLIGENT KNOWLEDGE ACQUISITION; OPTION PRICING ALGORITHMS;

KNOWLEDGE ACQUISITION;

EID: 0035521122     PISSN: 10834427     EISSN: None     Source Type: Journal    
DOI: 10.1109/3468.983414     Document Type: Article

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