D-TIFIS: A decision support system for options trading

Maris, K; Metaxiotis, K; Pantou, G; Nikolopoulos, K; Tavanidou, E; Assimakopoulos, V

dc.contributor.author	Maris, K	en
dc.contributor.author	Metaxiotis, K	en
dc.contributor.author	Pantou, G	en
dc.contributor.author	Nikolopoulos, K	en
dc.contributor.author	Tavanidou, E	en
dc.contributor.author	Assimakopoulos, V	en
dc.date.accessioned	2014-03-01T01:20:16Z
dc.date.available	2014-03-01T01:20:16Z
dc.date.issued	2004	en
dc.identifier.issn	09685227	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/15875
dc.subject	Decision support systems	en
dc.subject	Finance	en
dc.subject	Information systems	en
dc.subject	Volatility	en
dc.subject.other	Client server computer systems	en
dc.subject.other	Computer system firewalls	en
dc.subject.other	Database systems	en
dc.subject.other	Finance	en
dc.subject.other	HTTP	en
dc.subject.other	Local area networks	en
dc.subject.other	Marketing	en
dc.subject.other	Technological forecasting	en
dc.subject.other	World Wide Web	en
dc.subject.other	XML	en
dc.subject.other	Assets	en
dc.subject.other	Options trading	en
dc.subject.other	Stock index	en
dc.subject.other	Theta intelligent forecasting information systems	en
dc.subject.other	Volatility forecasting	en
dc.subject.other	Decision support systems	en
dc.title	D-TIFIS: A decision support system for options trading	en
heal.type	journalArticle	en
heal.identifier.primary	10.1108/09685220410518829	en
heal.identifier.secondary	http://dx.doi.org/10.1108/09685220410518829	en
heal.publicationDate	2004	en
heal.abstract	Some analysts have claimed that the volatility of an asset is caused solely by the random arrival of new information about the future returns from the asset. Others have claimed that volatility is mainly caused by trading. In any case it is a common belief that volatility is of great importance in finance and it is the factor that plays the most important role in determining option prices. This paper discusses the development of a decision support system (D-TIFIS) for options trading based on-volatility forecasting. In order to evaluate the system, data were used from the Greek FTSE/ASE 20 stock index as well as at the money call and put prices on the specific index.	en
heal.journalName	Information Management and Computer Security	en
dc.identifier.doi	10.1108/09685220410518829	en
dc.identifier.volume	12	en
dc.identifier.issue	1	en
dc.identifier.spage	45	en
dc.identifier.epage	65	en