A hybrid unscented Kalman filter and support vector machine model in option price forecasting

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4221 LNCS - I, Issue , 2006, Pages 303-312

  Huang, Shian Chang ^a   Wu, Tung Kuang ^a  

^a NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; ELECTRONIC COMMERCE; FORECASTING; KALMAN FILTERING; LEARNING SYSTEMS; NEURAL NETWORKS;

BLACK SCHOLEA FORMULA; HYBRID NEURAL NETWORK MODELS; ONLINE TRADING; SUPPORT VECTOR MACHINES;

ONLINE SYSTEMS;

EID: 33750324386     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11881070_44     Document Type: Conference Paper

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