Pages that link to "Item:Q2692074"
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The following pages link to Neural network stochastic differential equation models with applications to financial data forecasting (Q2692074):
Displaying 11 items.
- Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting (Q1285706) (← links)
- Neural networks approach to the random walk dilemma of financial time series (Q1610941) (← links)
- Spatiotemporal adaptive neural network for long-term forecasting of financial time series (Q2237157) (← links)
- Neural network approach to forecasting of quasiperiodic financial time series (Q2433493) (← links)
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- (Q5430276) (← links)
- Deep reinforcement learning in finite-horizon to explore the most probable transition pathway (Q6118140) (← links)
- Stochastic dynamics and data science (Q6151506) (← links)
- A generalization of the ARIMA model to the nonlinear and continuous cases (Q6198089) (← links)
- Model-based reinforcement learning with non-Gaussian environment dynamics and its application to portfolio optimization (Q6550745) (← links)
- Forecasting systemic risk of China's banking industry by partial differential equations model and complex network (Q6613452) (← links)
