Pages that link to "Item:Q3497613"
From MaRDI portal
The following pages link to Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613):
Displaying 7 items.
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting (Q1285706) (← links)
- Stability analysis of stochastic fractional-order competitive neural networks with leakage delay (Q2144814) (← links)
- Neural network stochastic differential equation models with applications to financial data forecasting (Q2692074) (← links)
- An impulsive delay discrete stochastic neural network fractional-order model and applications in finance (Q5086845) (← links)
- Estimating market risk with neural networks (Q5386287) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901315) (← links)
