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q-fin.CP2022
Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies
Zheng Cao, Raymond Guo, Wenyu Du +2
This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasti…
q-fin.ST2022
Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting
Zheng Cao, Wenyu Du, Kirill V. Golubnichiy
This paper presents a novel way to apply mathematical finance and machine learning (ML) to forecast stock options prices. Following results from the paper Quasi-Reversibility Metho…