Market Sentiments and Artificial Intelligence Neural Network Algorithms in Taiwan Derivatives Markets

Journal article

Chung-Gee Lin, 明德俞, Chien-Yu Chen and Pei-Hsuan Hsu

Advances in Pacific Basin Business, Economics and Finance, Vol. 10, Vol.10, pp.145-157

2022

Abstract

Artificial Intelligence;Behavioral Finance;Deep Neural Network;Option Pricing Model;Sentiment Indicator;Implied volatility

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Title: Market Sentiments and Artificial Intelligence Neural Network Algorithms in Taiwan Derivatives Markets
Creators - without role: Chung-Gee Lin
明德俞
Chien-Yu Chen
Pei-Hsuan Hsu
Publication Details: Advances in Pacific Basin Business, Economics and Finance, Vol. 10, Vol.10, pp.145-157
Identifiers: 9957768329006774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Journal article