Predicting option prices from their price history via machine learning
Crossref DOI link: https://doi.org/10.1007/s11147-026-09228-9
Published Online: 2026-04-11
Published Print: 2026-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fritzsch, Simon
Irresberger, Felix
Weiß, Gregor https://orcid.org/0000-0001-8032-9364
Funding for this research was provided by:
Universität Leipzig
Text and Data Mining valid from 2026-04-11
Version of Record valid from 2026-04-11
Article History
Received: 10 October 2024
Accepted: 30 January 2026
First Online: 11 April 2026
Declarations
:
: All authors declares that has no conflict of interest.