Machine learning and option implied information
The thesis consists of three chapters which focus on two broad topics, applying machine learning in finance (Chapters 1 and 2) and extracting implied information from options (Chapter 3). In Chapter 1, I combine the data-driven approach from the machine learning community and economic theory from the...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
Imperial College London
2017
|
| Subjects: | |
| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.739667 |