ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS

Authors

  • Sándor Kunsági-Máté
  • Gábor Fáth
  • István Csabai

DOI:

https://doi.org/10.33422/eje.v1i2.141

Keywords:

Deep Learning, regime change detection, stochastic models, time series, volatility smiles

Additional Files

Published

2022-08-03

How to Cite

Kunsági-Máté, S., Fáth, G. ., & Csabai, I. . (2022). ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS. European Journal of Economics, 1(2), 1–13. https://doi.org/10.33422/eje.v1i2.141

Issue

Vol. 1 No. 2 (2021)

Section

Articles