基于LSTM网络的经营性租赁固定资产实物期权定价预测研究  

Research on Real Option Pricing Prediction of Fixed Assets under Operating Lease based on LSTM Network

作　　者：肖岚[1] XIAO Lan(Wuhan Institute of Shipbuilding Technology,Wuhan 430050,China)

机构地区：[1]武汉船舶职业技术学院,湖北武汉430050

出　　处：《武汉船舶职业技术学院学报》2022年第4期125-127,132,共4页Journal of Wuhan Institute of Shipbuilding Technology

摘　　要：经营性租赁固定资产实物期权定价对企业经营状况有一定的影响。为了提升固定资产实物期权定价预测的准确性,提出了一种基于LSTM网络的经营性租赁固定资产实物期权定价预测方法。在经营性租赁固定资产实物期权定价的基础上,通过短期较少期权数据前后组合方式构建了一种于LSTM网络的期权定价预测模型,编制了相应的预测算法程序,完成了相应的求解。结果表明:所提方法具有良好的可行性,精度较高,且易于模块化与程序化,可为企业实物期权定价提供一定的理论指导。Real option pricing of fixed assets under operating lease has a certain impact on the operating conditions of enterprises.In order to improve the accuracy of real option pricing prediction of fixed assets,a real option pricing prediction method based on LSTM network was proposed.On the basis of real option pricing of fixed assets under operating lease,an option pricing prediction model based on LSTM network was constructed by combining short-termoption data.The corresponding prediction algorithm program was compiled and the solution was completed.The result shows that the proposed method is of great feasibility and high accuracy,and it is programmatic and easy to be modularized.It can provide some theoretical guidance for real option pricing of enterprises.

关 键 词：实物期权定价 LSTM网络 预测 程序化 

分 类 号：F273.4[经济管理—企业管理]