Neural networks and some applications to finance

DOI10.1080/13504869500000002zbMATH Open1466.91310OpenAlexW2080572422MaRDI QIDQ4994396FDOQ4994396

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

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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)

Cites Work

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Cited In (12)

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• 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
• Title not available (Why is that?)
• Neural network with matrix inputs
• Title not available (Why is that?)
• 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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