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Black-Scholes And Neural Networks, Gabriel Adams
Black-Scholes And Neural Networks, Gabriel Adams
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Neural networks have been proven to be universal approximators. We use neural networks to investigate the relationship between the quality of input data and the quality of outputted predictions from a neural network. We show that neural networks perform better on option pricing data with quality data and perform worse with lower quality data.