Predicting market returns using option variables and neural networks

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Keywords	options, machine learning, neural networks, market timing, option variables, LSTM, asset pricing
Thesis Advisor	Alexandrou, George, Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/64265
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ignatiadis, Haris. (2022, August 2). Predicting market returns using option variables and neural networks. Finance & Investments. Retrieved from http://hdl.handle.net/2105/64265

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