{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/3d-tensor-based-deep-learning-models-for","title":"3D Tensor-based Deep Learning Models for Predicting Option Price","arxiv_id":"2106.02916","date":"2021-06-05","proceeding":null,"authors":["Muyang Ge","Shen Zhou","Shijun Luo","Boping Tian"],"abstract":"Option pricing is a significant problem for option risk management and trading. In this article, we utilize a framework to present financial data from different sources. The data is processed and represented in a form of 2D tensors in three channels. Furthermore, we propose two deep learning models that can deal with 3D tensor data. Experiments performed on the Chinese market option dataset prove the practicability of the proposed strategies over commonly used ways, including B-S model and vector-based LSTM.","url_abs":"https://arxiv.org/abs/2106.02916v2","url_pdf":"https://arxiv.org/pdf/2106.02916v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"3d-tensor-based-deep-learning-models-for","repo_url":"https://github.com/Tom-900/3D-Tensor-based-Deep-Learning-Models-for-Predicting-Option-Price","is_official":0,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"deep-learning","task_name":"Deep Learning"},{"task_slug":"management","task_name":"Management"}],"methods":[{"method_slug":"lstm","method_name":"LSTM"},{"method_slug":"sigmoid-activation","method_name":"Sigmoid Activation"},{"method_slug":"tanh-activation","method_name":"Tanh Activation"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}