MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ter-Avanesov, Boris, Beigi, Homayoon
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Computational Engineering, Finance, and Science Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.06724