Conv-KANs achieve the lowest MSE, RMSE, and MAE for CSI 300 option prices in this study, but the comparison is undermined by a possibly circular input feature and overlapping train/test splits.
Theory of rational option pricing[J]
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Option Pricing with Convolutional Kolmogorov-Arnold Networks
Conv-KANs achieve the lowest MSE, RMSE, and MAE for CSI 300 option prices in this study, but the comparison is undermined by a possibly circular input feature and overlapping train/test splits.