A generative model for fBm with deep ReLU neural networks
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Publication:2171942
DOI10.1016/j.jco.2022.101667OpenAlexW4221139234MaRDI QIDQ2171942
Emmanuel Gobet, Stéphane Girard, Michaël Allouche
Publication date: 12 September 2022
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2022.101667
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Neural nets and related approaches to inference from stochastic processes (62M45)
Uses Software
Cites Work
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