Research Article

Heston-GA Hybrid Option Pricing Model Based on ResNet50

Figure 10

Option price prediction of different models with different remaining terms (159919). (a) Pricing comparison of Heston-GA-ResNet50 model with BSM model and Heston model for 159919 ETF options. (b) Pricing comparison of Heston-GA-ResNet50 model with nonaffine model and Heston-CIR model for 159919 ETF options.
(a)
(b)