Incorporating functional knowledge in neural networks

MaRDI QIDQ2880924zbMATH OpenFDO

Authors Charles Dugas, Yoshua Bengio, François Bélisle, Claude Nadeau, René Garcia

Publication date 17 April 2012

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://www.jmlr.org/papers/v10/dugas09a.html

zbMATH Keywords

call optionsconvexitymonotonicityneural networksuniversal approximation

Mathematics Subject Classification ID

Neural nets and related approaches to inference from stochastic processes (62M45) Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20)

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(11)

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• Approximating positive homogeneous functions with scale invariant neural networks
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