Exploring internal mechanism of warrant in financial market with a hybrid approach
In this research, we explore the internal mechanism of warrant in financial market with a hybrid approach integrating Black–Scholes pricing method and Grey theory into a genetic algorithm (GA) based back-propagation neural network (BPN). Black–Scholes pricing method can help make earnings with littl...
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| Published in | Expert systems with applications Vol. 35; no. 3; pp. 1237 - 1245 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier Ltd
01.10.2008
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| Subjects | |
| Online Access | Get full text |
| ISSN | 0957-4174 1873-6793 |
| DOI | 10.1016/j.eswa.2007.08.051 |
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| Abstract | In this research, we explore the internal mechanism of warrant in financial market with a hybrid approach integrating Black–Scholes pricing method and Grey theory into a genetic algorithm (GA) based back-propagation neural network (BPN). Black–Scholes pricing method can help make earnings with little risk. Grey theory can decrease the random and implicative noise of tempestuously undulant warrant prices. GA is used to find the best architecture for BPN to avoid local optimum.
In experiment, we find that most of selected input variables for BPN include Black–Scholes pricing values and Grey index values. It shows that those two kinds of values are crucial factors. And the earnings rate of warrant outperforms that of the underlying asset. In addition, the proposed model is verified to outperform traditional BPN. However, the high risk of warrant is another subject to which we should pay attention. |
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| AbstractList | In this research, we explore the internal mechanism of warrant in financial market with a hybrid approach integrating Black-Scholes pricing method and Grey theory into a genetic algorithm (GA) based back-propagation neural network (BPN). Black-Scholes pricing method can help make earnings with little risk. Grey theory can decrease the random and implicative noise of tempestuously undulant warrant prices. GA is used to find the best architecture for BPN to avoid local optimum. In experiment, we find that most of selected input variables for BPN include Black-Scholes pricing values and Grey index values. It shows that those two kinds of values are crucial factors. And the earnings rate of warrant outperforms that of the underlying asset. In addition, the proposed model is verified to outperform traditional BPN. However, the high risk of warrant is another subject to which we should pay attention. In this research, we explore the internal mechanism of warrant in financial market with a hybrid approach integrating Black–Scholes pricing method and Grey theory into a genetic algorithm (GA) based back-propagation neural network (BPN). Black–Scholes pricing method can help make earnings with little risk. Grey theory can decrease the random and implicative noise of tempestuously undulant warrant prices. GA is used to find the best architecture for BPN to avoid local optimum. In experiment, we find that most of selected input variables for BPN include Black–Scholes pricing values and Grey index values. It shows that those two kinds of values are crucial factors. And the earnings rate of warrant outperforms that of the underlying asset. In addition, the proposed model is verified to outperform traditional BPN. However, the high risk of warrant is another subject to which we should pay attention. |
| Author | Chiu, Deng-Yiv Lin, Chin-Ching |
| Author_xml | – sequence: 1 givenname: Deng-Yiv surname: Chiu fullname: Chiu, Deng-Yiv email: chiuden@chu.edu.tw organization: Department of Information Management, ChungHua University, No. 707, Section 2, Wu-Fu Road, Hsin-Chu 300, Taiwan, ROC – sequence: 2 givenname: Chin-Ching surname: Lin fullname: Lin, Chin-Ching organization: King Yuan Electronics Co., Ltd., No. 81, Section 2, Gongdaowu Road, Hsin-Chu 300, Taiwan, ROC |
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| Cites_doi | 10.1109/72.165604 10.1109/28.833761 10.1086/260062 10.2307/2329209 10.1016/S0957-4174(00)00027-0 10.1080/1350485042000329103 10.1109/CIFER.1996.501817 |
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| Keywords | Black–Scholes pricing method Back-propagation neural network Warrant Grey theory Genetic algorithm |
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| References_xml | – reference: Chi, S. C., Chen, H. P. & Cheng, C. H. (1999). A forecasting approach for stock index future using Grey theory and neural networks. In: Proceedings of IEEE international joint conference on neural networks, Honolulu, Hawaii, pp. 3850–3855. – start-page: 1 year: 1989 end-page: 24 ident: bib6 article-title: Introduction to Grey system theory publication-title: The Journal of Grey System – volume: 35 start-page: 38 year: 2006 end-page: 41 ident: bib3 article-title: Comparing option pricing models. Futures: News, analysis and strategies for futures publication-title: Options and Derivatives Traders – volume: 81 start-page: 637 year: 1973 end-page: 654 ident: bib1 article-title: The pricing of options and corporate liabilities publication-title: Journal of Political Economy – start-page: 288 year: 1982 end-page: 294 ident: bib5 article-title: The control problems of Grey system publication-title: System and Control Letters – reference: Wang, K. H. (2003). 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| SubjectTerms | Back-propagation neural network Black–Scholes pricing method Genetic algorithm Grey theory Warrant |
| Title | Exploring internal mechanism of warrant in financial market with a hybrid approach |
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