Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10322435 | Expert Systems with Applications | 2012 | 8 Pages |
Abstract
⺠Examining movement in implied volatility to enhance options investment profits. ⺠ANN is employed for implementing and specifying our model. ⺠Empirical study shows the model could yield a reasonably strong performance.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim,