Application of sensitivity analysis to neural network determination of financial variable relationships

DOI10.1002/(SICI)1099-0747(199709/12)13:3/4%3C409::AID-ASM335%3E3.0.CO;2-VMaRDI QIDQ4231250zbMATH OpenOpenAlexFDO

Authors E. S. Gillespil, Robert N. Wilson

Publication date 14 March 1999

Full work available at URL https://doi.org/10.1002/(sici)1099-0747(199709/12)13:3/4%3C409::aid-asm335%3E3.0.co;2-v

zbMATH Keywords

adaptive learning algorithmsfinancial statisticsneural networksprincipal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(1)

• Impact of cost-benefit analysis on financial benefit evaluation of investment projects under back propagation neural network

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