@article{780046,
      author = {Mostafa, Fahed, and Dillon, Tharam S., and Chang,  Elizabeth,},
      url = {http://library.usi.edu/record/780046},
      title = {Computational intelligence applications to option pricing,  volatility forecasting and value at risk /},
      abstract = {The results in this book demonstrate the power of neural  networks in learning complex behavior from the underlying  financial time series data . The results in this book also  demonstrate how neural networks can successfully be applied  to volatility modeling, option pricings, and value at risk  modeling. These features allow them to be applied to market  risk problems to overcome classical issues associated with  statistical models. .},
      doi = {https://doi.org/10.1007/978-3-319-51668-4},
      recid = {780046},
      pages = {1 online resource (x, 171 pages) :},
}