Neural networks and some applications to finance

DOI10.1080/13504869500000002MaRDI QIDQ4994396zbMATH OpenOpenAlexFDO

Authors

Publication date 18 June 2021

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/13504869500000002

zbMATH Keywords

financeneural networksbackpropagationmulti-layer perceptronsKohonen networks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cited in

(12)

• scientific article; zbMATH DE number 1449650 (Why is no real title available?)
• scientific article; zbMATH DE number 1903876 (Why is no real title available?)
• Decision technologies for computational finance. Proceedings of the fifth international conference computational finance, London, GB, December 1997.
• Neural network modelling with applications to euro exchange rates
• A classification approach to neural networks based on entropy for financial data
• AI 2005: Advances in Artificial Intelligence
• scientific article; zbMATH DE number 2161990 (Why is no real title available?)
• Neural network with matrix inputs
• scientific article; zbMATH DE number 4154160 (Why is no real title available?)
• Neural network stochastic differential equation models with applications to financial data forecasting
• Computational intelligence applications to option pricing, volatility forecasting and value at risk
• Neural networks approach to the random walk dilemma of financial time series

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