Neural Network Learning of Black-Scholes Equation for Option Pricing

Autor: Santos, Daniel de Souza, Ferreira, Tiago Alessandro Espinola

One of the most discussed problems in the financial world is stock option pricing. The Black-Scholes Equation is a Parabolic Partial Differential Equation which provides an option pricing model. The present work proposes an approach based on Neural N

Externí odkaz: http://arxiv.org/abs/2405.05780

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Previsão a longo prazo do número acumulado de óbitos no Brasil, China, Alemanha, Itália, Espanha, Estados Unidos: uma aplicação aos modelos em forma de S da COVID-19

Autor: Figueiredo, Marcela Portela Santos de, Santos, André Luiz Pinto dos, Ferreira, Tiago Alessandro Espínola, Queiroz, Maitê Priscila Lima Jota de

Publikováno v: Research, Society and Development; Vol. 9 No. 8; e749986565
Research, Society and Development; Vol. 9 Núm. 8; e749986565
Research, Society and Development; v. 9 n. 8; e749986565
Research, Society and Development
Universidade Federal de Itajubá (UNIFEI)
instacron:UNIFEI

This research aims to adjust the Gompertz and Bertalanffy nonlinear regression model for the accumulated deaths by COVID-19 in six countries Brazil, United States, Germany, Italy, China, and Spain. It employed three different performance measures in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::cd1b848f7c4af53e03eb89ce2309d40f
https://rsdjournal.org/index.php/rsd/article/view/6565

Análisis de la regularidad de la velocidad del viento en el noreste de Brasil utilizando Entropía de muestra

Autor: Santana, Lêda Valéria Ramos, Stosic, Tatijana, Ferreira, Tiago Alessandro Espínola, Silva, Antonio Samuel Alves da

Publikováno v: Research, Society and Development; Vol. 9 No. 7; e762974746
Research, Society and Development; Vol. 9 Núm. 7; e762974746
Research, Society and Development; v. 9 n. 7; e762974746
Research, Society and Development
Universidade Federal de Itajubá (UNIFEI)
instacron:UNIFEI

The use of renewable sources has grown worldwide and in Brazil the incentive to use wind energy has been significantly expanded. The country's largest wind potential is concentrated in the Northeast (NE). The objective of this work is to measure the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::289638394f5147c9d43d90060a62730f
https://rsdjournal.org/index.php/rsd/article/view/4746

Comportamiento de agentes financieros en un mercado artificial desarrollado con el algoritmo Particle Swarm Optimization

Autor: Nascimento, Kerolly Kedma Felix do, Santos, Fábio Sandro dos, Jale, Jader da Silva, Ferreira, Tiago Alessandro Espínola

Publikováno v: Research, Society and Development; Vol. 9 No. 7; e285974216
Research, Society and Development; Vol. 9 Núm. 7; e285974216
Research, Society and Development; v. 9 n. 7; e285974216
Research, Society and Development
Universidade Federal de Itajubá (UNIFEI)
instacron:UNIFEI

Financial markets are complex systems in which traders interact using the most varied strategies. Computational techniques that use intelligent agents can assist in decision making in order to maximize gains. In this sense, the objective of this arti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::5835d4e6bfa9c977f29bcff5d80afcc5
https://rsdjournal.org/index.php/rsd/article/view/4216