Date of Award
8-2020
Degree Type
Report
Degree Name
Master of Science (MS)
Department
Economics and Finance
Committee Chair(s)
Tyler Brough
Committee
Tyler Brough
Committee
Danjue Shang
Committee
Jacob Gunther
Abstract
Neural networks have been proven to be universal approximators. We use neural networks to investigate the relationship between the quality of input data and the quality of outputted predictions from a neural network. We show that neural networks perform better on option pricing data with quality data and perform worse with lower quality data.
Recommended Citation
Adams, Gabriel, "Black-Scholes and Neural Networks" (2020). All Graduate Plan B and other Reports, Spring 1920 to Spring 2023. 1486.
https://digitalcommons.usu.edu/gradreports/1486
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