Date of Award
Master of Science (MS)
Economics and Finance
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.
Adams, Gabriel, "Black-Scholes and Neural Networks" (2020). All Graduate Plan B and other Reports. 1486.
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