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

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