scientific article; zbMATH DE number 2033194

MaRDI QIDQ4444236zbMATH OpenFDO

Authors Tatiana Miazhynskaia, Georg Dorffner, Engelbert J. Dockner

Publication date 27 January 2004

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2714/27140589.htm

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20)

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(2)

• Stochastic loss reserving with mixture density neural networks
• Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund

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