Using Modified Adaptive Neural Fuzzy Real-time Workshop for Self-correction of the Option Pricing Model

NCUIR > School of Management at National Central University > Department of Business Administration > journal & Dissertation > Item 987654321/51734

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51734

Title:	Using Modified Adaptive Neural Fuzzy Real-time Workshop for Self-correction of the Option Pricing Model
Authors:	Yen,EC
Contributors:	企業管理學系
Keywords:	SYSTEMS;CONTROLLER;NETWORKS;SERIES
Date:	2010
Issue Date:	2012-03-27 19:03:50 (UTC+8)
Publisher:	國立中央大學
Abstract:	We propose a modified neuro-adaptive learning fuzzy system that can model, simulate, and analyze dynamic data. The system has two switches and three subsystems, which fits the need of advanced financial analysis. 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. With learning mechanism, the mean absolute error will be decreased significantly.
Relation:	JOURNAL OF RESEARCH AND PRACTICE IN INFORMATION TECHNOLOGY
Appears in Collections:	[Department of Business Administration ] journal & Dissertation

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