A knowledge based system for evaluation of option pricing algorithms

Presents the design and prototype implementation of a system built around the FINANZIA system that aims in the automated analysis and classification of option pricing algorithms based on experimental data. The main objective is to assist in the generation, storage and evaluation of large amounts of...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Pantazopoulos, K.N., Verykios, V.S., Houstis, E.N.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Algorithm design and analysis Computer science Context modeling Data analysis Econometrics Knowledge based systems Object oriented modeling Performance analysis Pricing Prototypes
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