Neural Network Learning of Black-Scholes Equation for Option Pricing

By Daniel de Souza Santos, Tiago Alessandro Espínola Ferreira

Published 2024-05-09

Everscope rating

1252.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Neural Network for Differential Equation Solving. Problem types: Regression, Time Series Forecasting.

arXiv:2405.05780 · Paper rankings

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