The exploration of internet finance by using neural network

DOI10.1016/J.CAM.2019.112630zbMATH Open1497.91326OpenAlexW2991429807WikidataQ126660548 ScholiaQ126660548MaRDI QIDQ2293643

Baisong Li, Songqiao Qi, Yufeng Qian, Kaijun Jin

Publication date: 5 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112630

zbMATH Keywords

artificial neural networksforecastingrisk assessmentrandom forest algorithminternet finance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Artificial neural networks and deep learning (68T07) Credit risk (91G40)

Cites Work

• A Quadtree-Based Dynamic Attribute Indexing Method

Cited In (1)

• Synchronization of neural networks involving unmeasurable states and impulsive disturbances by observer and feedback control

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