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Filtering by: Keyword Reinforcement learning Keyword Support vector regression Subject Industrial Engineering and Management Sciences

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Machine Learning in Option Markets

Description:

Machine learning has been widely applied to solve intricate problems in finance. Yet in options theory, machine learning methods are less visited due to the structural complexity of the derivatives market. This dissertation focuses on using machine learning algorithms to obtain optimal decisions for three distinct option-related problems. In the...

Keyword:

Financial application, Support vector regression, Reinforcement learning, Option market, and Machine learning

Subject:

Industrial Engineering and Management Sciences

Creator:

Yaxiong Zeng

Owner:

Scholarly Digital Publishing

Date Uploaded:

10/09/2018

Date Modified:

10/09/2018

Date Created:

2017-01-01

Resource Type:

Dissertation