Jia, Zhenzhen (2023) Predicting Option Prices using Machine Learning Models with Options Data and Stock Prices Features. In: Proceedings of the 2nd International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2023, July 7–9, 2023, Chongqing, China.
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Abstract
This research study explores the benefit of machine learning models to predict option prices using features derived from option data and stock prices. Historical data and options data for a list of tickers were collected from the Yahoo Finance API. Features were then constructed for each ticker by c
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:44 |
| Last Modified: | 17 Apr 2026 01:56 |
| URI: | http://eprints.eai.eu/id/eprint/45141 |
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