Work

Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework

Year: 2024

Type: article

Source: Technological Forecasting and Social Change

DOI: 10.1016/j.techfore.2024.123429

Authors: Jingjun Guo, Weiyi Kang, Yubing Wang

Institution: Lanzhou University of Finance and Economics

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4396571608

FWCI: 2.155

Cites: 49

Cited by: 7

Related to: 10