Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework
Bibliographic Data
| ID | 21401634 |
|---|---|
| Authors | Jingjun Guo (Lanzhou University of Finance and Economics), Weiyi Kang (0009-0006-2132-0689, Lanzhou University of Finance and Economics, corresponding author), Yubing Wang (0000-0002-4379-3595, Lanzhou University of Finance and Economics) |
| Year | 2024 |
| Volume | 204 |
| Pages | 123429 |
| Publication date | 2024-07-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Technological Forecasting and Social Change (JOURNAL) |
| Journal identifiers | ISSN: 0040-1625 • E-ISSN: 1873-5509 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.techfore.2024.123429 |
| OpenAlex | W4396571608 |
| Language | EN |
| References cited | 44 |
Econometrics · Economics · Mathematical optimization · Nonparametric statistics · Parametric statistics · Perspective (graphical) · Semiparametric model · Statistics · Artificial Intelligence · Computer Science · Forecasting Techniques and Applications · Market Dynamics and Volatility · Mathematics · Stochastic processes and financial applications
| Highly cited | No |
|---|