Neural network calibrated stochastic processes: forecasting financial assets
DOI10.1007/S10100-011-0234-3zbMATH Open1397.62411OpenAlexW2085223064MaRDI QIDQ1788897FDOQ1788897
Publication date: 9 October 2018
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-011-0234-3
forecastingregressionstochastic processescalibrationneural networksincomplete marketsfinancial assets
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Neural nets and related approaches to inference from stochastic processes (62M45)
Cites Work
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- A method for the solution of certain non-linear problems in least squares
- A logical calculus of the ideas immanent in nervous activity
- Stochastic processes adapted by neural networks with application to climate, energy, and finance
- Risk-neutral valuation. Pricing and hedging of financial derivatives.
- Neural networks in business: Techniques and applications for the operations researcher
- Calibration of stochastic models for interest rate derivatives
- A bibliography of neural network business applications research: 1994--1998
- Forecasting exchange rates using general regression neural networks
- Mathematical Finance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (7)
- Application of different radial basis function networks in the illegal waste dump-surface modelling
- An impulsive delay discrete stochastic neural network fractional-order model and applications in finance
- Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting
- Stability analysis of stochastic fractional-order competitive neural networks with leakage delay
- Stocks recommendation from large datasets using important company and economic indicators
- Neural network stochastic differential equation models with applications to financial data forecasting
- Neural networks approach to the random walk dilemma of financial time series
This page was built for publication: Neural network calibrated stochastic processes: forecasting financial assets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1788897)
