Using a non-uniform self-selective coder for option pricing

We propose a non-uniform self-selective coder for option pricing. The system has one switch and four subsystems, which fits the need of advanced financial analysis. Using the system, we can obtain the following important information: (1) the most powerful explanatory variable, (2) the length of most representative sample period, and (3) the optimal updated model. In addition, with the non-uniform self-selective coder, the mean absolute errors have been decreased significantly.