Research Article

Heston-GA Hybrid Option Pricing Model Based on ResNet50

Figure 11

Option price prediction of different models with different remaining terms (510050). (a) Pricing comparison of Heston-GA-ResNet50 model with BSM model and Heston model for 510050 ETF options. (b) Pricing comparison of Heston-GA-ResNet50 model with non–affine model and Heston-CIR model for 510050 ETF options.
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