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

NCUIR > School of Management at National Central University > Department of Business Administration > journal & Dissertation > Item 987654321/51732

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51732

Title:	Using a non-uniform self-selective coder for option pricing
Authors:	Yen,EC
Contributors:	企業管理學系
Date:	2010
Issue Date:	2012-03-27 19:03:47 (UTC+8)
Publisher:	國立中央大學
Abstract:	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. (C) 2009 Elsevier B. V. All rights reserved.
Relation:	APPLIED SOFT COMPUTING
Appears in Collections:	[Department of Business Administration ] journal & Dissertation

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