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Finance / Investment / Implied volatility / Volatility smile / Option style / Warrant / Option / Valuation of options / Volatility / Financial economics / Options / Mathematical finance


Real-Time Market Valuation of Options Based on Web Mining and Neurosimulation
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Document Date: 2007-05-15 09:36:52


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City

Hannover / Merville / Berlin / Stuttgart / /

Company

Goldman Sachs Deutsche Bank Uni Credito Citibank / Issuer Commerzbank / Option Pricing Methods Using Artificial Neural Networks / Cox / Universal Neural Networks / Bloomberg / S. (2006) Robust Artificial Neural Networks / Microsoft / Reuters / /

Country

Germany / /

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IndustryTerm

web mining software agent / interconnected simple processing elements / software agents / real-time market valuation tool / real-time option valuation / neural networks / feedforward network / autonomous web mining / agent technology / Internet data / web mining agent / artificial neural network / real-time option / WEB MINING AND NEUROSIMULATION Bartels / analysis software / artificial neural networks / financial applications / important financial applications / software agent / adequate networks / pre-processing program / identified network / software suite / web mining agents / adequate good network / web mining / trained networks / computing / Internet-available data / learning algorithm / web mining tasks / propagation algorithm / /

MarketIndex

money 5800 / DAX 30 / money 6300 / /

Organization

Institut für Wirtschaftsinformatik / Leibniz Universität Hannover / Universität Hannover / /

Person

Stephen A. Ross / Myron Scholes / Dirk Thiel / Fisher Black / /

Position

Prime Minister / trained market price pM / market leader / model / Cao / Major / market price pM / /

Product

Hannover / /

ProgrammingLanguage

Java / /

PublishedMedium

Journal of Finance / Lecture Notes in Computer Science / /

Technology

XML / same underlying technology / HTML / mobile devices / learning algorithm / ISDN / agent technology / neural network / propagation algorithm / Java / simulation / /

URL

http /

SocialTag