Applying Neural Network to Forecast the Option Prices
碩士 === 崑山科技大學 === 企業管理研究所 === 93 === This study attempts to evaluate the option price forecasting accuracy of back-propagation neural networks. Our experimental results show that the choices of the number of input nodes, the number of hidden nodes, and the learning rate can affect the forecasting ca...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/tn68jd |