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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms
期刊论文
Soft Computing, 2023, 卷号: 27, 期号: 20, 页码: 15225-15246
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
收藏
|
浏览/下载：71/0
|
提交时间：2023/07/17
Brownian movement
Commerce
Convolutional neural networks
Costs
Financial markets
Investments
Learning systems
Risk analysis
Risk assessment
Artificial intelligence algorithms
Deep learning
Financial assets
Implied volatility
Intelligent Algorithms
Mixed fractional Brownian motion
Options pricing
Pricing models
Sub-mixed fractional brownian motion
Time varying
Cooperative research of mechanism modeling and data mining for fixed-income decision support systems
期刊论文
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2009, 卷号: 29, 期号: 12, 页码: 38-45
作者:
Zhou, Fu-Zhi
收藏
|
浏览/下载：116/0
|
提交时间：2021/03/24
Artificial intelligence
Commerce
Decision making
Decision support systems
Financial markets
Information management
Coordinating operation
Economic management
Fixed
income
Fixed
income market
Hierarchical structures
Interactive approach
Mechanism model
Monetary policies
ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
Journal of Industrial and Management Optimization, 2023, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
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浏览/下载：100/0
|
提交时间：2023/06/25
Commerce
Continuous time systems
Elasticity
Financial markets
Investments
Optimization
Stochastic control systems
Strategic planning
Allocation problems
Ambiguity averse
Ambiguity-averse investor
Asset allocation
Constant elasticity of variances
Investment strategy
Optimal investments
Pension funds
Power utility
Robust-optimal controls
ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
Journal of Industrial and Management Optimization, 2023, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
|
浏览/下载：144/0
|
提交时间：2023/05/31
Commerce
Continuous time systems
Elasticity
Financial markets
Investments
Optimization
Stochastic control systems
Strategic planning
Allocation problems
Ambiguity averse
Ambiguity-averse investor
Asset allocation
Constant elasticity of variances
Investment strategy
Optimal investments
Pension funds
Power utility
Robust-optimal controls
Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework
期刊论文
Technological Forecasting and Social Change, 2024, 卷号: 204
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
收藏
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浏览/下载：157/0
|
提交时间：2024/06/12
Convolutional neural networks
Costs
Deep learning
Electronic trading
Financial markets
Forecasting
Investments
Neural network models
Parameter estimation-Artificial intelligence algorithms
Deep learning
Dynamic ensemble
Nonparametrics
Option price
Option price forecasting
Options pricing
Parameter optimization
Price forecasting
Pricing models
