Artificial Neural Network for Option Pricing with Python Code
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- Опубліковано 7 сер 2024
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In this video I will give a quick introduction to artificial neural network and see how it can be used to value options.
The Python code is available at the following address: quant-next.com/artificial-neu...
0:00 Introduction
0:13 Why Using Artificial Neural Network (ANN) for Option Pricing?
0:57 What is an Artificial Neural Network (ANN)?
2:32 Approximate a Function with ANN
3:21 Training the ANN
4:52 A First Simple Example with Python Code
6:14 Black Scholes Formula with ANN
#machinelearning, #artificialneuralnetwork , #optionpricing, #financeeducation, #derivatives, #quant, #quantnext
What a powerful lecture on Neural Networks
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