Deep Learning in Financial Modeling: Predicting European Put Option Prices with Neural Networks

Deep Learning in Financial Modeling: Predicting European Put Option Prices with Neural Networks

This paper explores the application of deep neural networks (DNNs) as an alternative to the traditional Black–Scholes model for predicting European put option prices. Using synthetic datasets generated under the Black–Scholes framework, the proposed DNN achieved strong predictive performance, with a...

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Bibliographic Details
Main Authors: Zakaria Elbayed, Abdelmjid Qadi EI Idrissi
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Algorithms
Subjects:
deep learning
artificial intelligence
neural networks
European options
option pricing
Black–Scholes model
Online Access:https://www.mdpi.com/1999-4893/18/3/161
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