This package uses basic and advanced machine learning methods on sets of financial option contracts in order to determine which learning method works better to correctly predict future pricing errors given the moneyness and maturity covariates.
Package details |
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Maintainer | |
License | MIT |
Version | 0.0.1.2 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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