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Filtering by: Creator Yaxiong Zeng Type Work Keyword Machine learning Subject Industrial Engineering and Management Sciences

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1. Machine Learning in Option Markets

Description:: Machine learning has been widely applied to solve intricate problems in finance. Yet in options theory, machine learning methods are less visited due to the structural complexity of the derivatives market. This dissertation focuses on using machine learning algorithms to obtain optimal decisions for three distinct option-related problems. In the...
Keyword:: Financial application, Support vector regression, Reinforcement learning, Option market, and Machine learning
Subject:: Industrial Engineering and Management Sciences
Creator:: Yaxiong Zeng
Owner:: Scholarly Digital Publishing
Date Uploaded:: 10/09/2018
Date Modified:: 10/09/2018
Date Created:: 2017-01-01
Resource Type:: Dissertation