Incorporating functional knowledge in neural networks

zbMATH Open1235.68146MaRDI QIDQ2880924FDOQ2880924

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

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zbMATH Keywords

monotonicityconvexityneural networkscall optionsuniversal approximation

Mathematics Subject Classification ID

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

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• Hedging With Linear Regressions and Neural Networks
• Arbitrage-Free Neural-SDE Market Models
• Injecting domain knowledge in neural networks: a controlled experiment on a constrained problem
• Option valuation under no-arbitrage constraints with neural networks
• Can a Machine Correct Option Pricing Models?
• Title not available (Why is that?)

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