2 papers
cs.LG2025
Option Pricing Using Ensemble Learning
Zeyuan Li, Qingdao Huang
Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning…
cs.CE2024
Option Pricing with Convolutional Kolmogorov-Arnold Networks
Zeyuan Li, Qingdao Huang
With the rapid advancement of neural networks, methods for option pricing have evolved significantly. This study employs the Black-Scholes-Merton (B-S-M) model, incorporating an ad…