| Summary: | 碩士 === 明新科技大學 === 管理研究所 === 102 === This study is to estimate option price by using genetic programming (GP), support vector regression (SVR) and Black-Scholes option pricing model. In this paper, we used different option price related variables to construct the option pricing model. The research period is between April 1, 2010 and March 29, 2013. There are eight investment cases during the research period. Finally, the mean square error (MSE), and mean absolute error (MAPE) is used to measure their forecasting performances. The result shows that the GP option pricing models are better than SVR option pricing models and Black-Scholes option pricing models.
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